+25.1%
MKC vs KIM
+63.6%
-38.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +4.8% | +14.1% | -9.3% | +2.3% |
| 3M | -12.8% | +6.0% | -18.8% | -13.7% |
| 6M | +5.0% | +13.2% | -8.2% | +2.7% |
| YTD | -29.1% | +30.4% | -59.4% | -32.3% |
| 1Y | -26.4% | +31.0% | -57.4% | -29.8% |
| 3Y | -21.6% | +67.6% | -89.3% | -28.3% |
| 5Y | -35.2% | +35.8% | -71.0% | -39.4% |
| All | +25.1% | +63.6% | -38.5% | +15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling