-22.5%
MKC vs KIM
+65.0%
-87.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -7.3% | -0.7% | -6.6% | -7.0% |
| 30D | +4.0% | +13.4% | -9.4% | -1.4% |
| 3M | -11.5% | +6.5% | -18.0% | -13.8% |
| 6M | +1.1% | +10.6% | -9.5% | -3.0% |
| YTD | -29.9% | +29.9% | -59.8% | -36.8% |
| 1Y | -27.0% | +29.6% | -56.6% | -34.1% |
| All | -22.5% | +65.0% | -87.5% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling