+1,990.2%
MKC vs KIM
+3,058.9%
-1,068.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -5.9% | +0.4% | -6.3% | -5.9% |
| 30D | -0.9% | -4.0% | +3.1% | -0.2% |
| 3M | +12.7% | +0.5% | +12.2% | +12.7% |
| 6M | -19.3% | +3.6% | -22.9% | -19.7% |
| YTD | -22.2% | +20.4% | -42.6% | -24.5% |
| 1Y | -23.3% | +9.7% | -33.0% | -24.5% |
| 3Y | -30.0% | +46.0% | -76.0% | -34.4% |
| 5Y | -33.8% | +34.4% | -68.2% | -37.6% |
| 10Y | +24.4% | +29.3% | -4.9% | +12.0% |
| All | +1,990.2% | +3,058.9% | -1,068.7% | +920.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling