+267.3%
MP vs KIM
+164.9%
+102.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | +2.3% | -1.0% | +3.3% | +2.8% |
| 30D | -15.3% | +14.8% | -30.1% | -20.3% |
| 3M | -33.5% | +8.1% | -41.7% | -35.8% |
| 6M | -45.5% | +11.7% | -57.2% | -48.8% |
| YTD | -27.3% | +30.7% | -58.0% | -36.8% |
| 1Y | -40.7% | +29.7% | -70.4% | -48.4% |
| 3Y | +145.9% | +65.1% | +80.8% | +88.9% |
| 5Y | -13.9% | +34.7% | -48.6% | -27.8% |
| All | +267.3% | +164.9% | +102.4% | +207.5% |
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