-31.3%
MKC vs KIM
+46.3%
-77.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | -2.0% | -1.7% | -0.3% | -1.3% |
| 3M | +10.0% | -0.8% | +10.8% | +10.5% |
| 6M | -18.5% | +4.4% | -22.9% | -19.8% |
| YTD | -22.4% | +21.2% | -43.7% | -27.8% |
| 1Y | -23.6% | +10.5% | -34.2% | -26.5% |
| All | -31.3% | +46.3% | -77.7% | -39.7% |
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