-18.3%
MKC vs KIM
+33.1%
-51.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.9% | +3.0% |
| 7D | +9.6% | +10.6% | -1.0% | +2.7% |
| 30D | +12.0% | +17.5% | -5.4% | +1.4% |
| 3M | -2.0% | +4.7% | -6.7% | -5.4% |
| 6M | +7.2% | +13.1% | -5.9% | -0.3% |
| YTD | -23.7% | +32.1% | -55.8% | -34.9% |
| 1Y | -18.3% | +32.7% | -51.0% | -30.5% |
| All | -18.3% | +33.1% | -51.4% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling