-23.3%
MKC vs KIM
+9.1%
-32.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.2% |
| 7D | -5.9% | -0.8% | -5.1% | -5.5% |
| 30D | -0.9% | -5.1% | +4.2% | +1.9% |
| 3M | +12.7% | -0.6% | +13.4% | +13.7% |
| 6M | -19.3% | +2.4% | -21.7% | -19.6% |
| YTD | -22.2% | +19.0% | -41.2% | -27.9% |
| 1Y | -23.3% | +8.4% | -31.8% | -26.2% |
| All | -23.3% | +9.1% | -32.5% | -26.2% |
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