-33.5%
MKC vs KIM
+37.3%
-70.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -4.3% | -1.0% | -3.4% | -4.0% |
| 30D | -3.1% | -1.1% | -2.0% | -2.8% |
| 3M | +6.8% | -5.3% | +12.1% | +8.8% |
| 6M | -18.3% | +3.9% | -22.3% | -19.2% |
| YTD | -23.1% | +20.3% | -43.3% | -27.3% |
| 1Y | -23.7% | +10.4% | -34.1% | -26.0% |
| 3Y | -31.0% | +46.3% | -77.3% | -38.6% |
| 5Y | -33.5% | +37.6% | -71.1% | -40.0% |
| All | -33.5% | +37.3% | -70.8% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling