+116.3%
MP vs KIM
+58.5%
+57.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.1% | -5.7% |
| 7D | -19.0% | +5.0% | -23.9% | -20.3% |
| 30D | -30.5% | +15.8% | -46.2% | -33.9% |
| 3M | -29.6% | +4.3% | -33.9% | -30.6% |
| 6M | -50.4% | +11.4% | -61.8% | -53.1% |
| YTD | -33.2% | +30.8% | -64.0% | -42.1% |
| 1Y | -38.6% | +31.4% | -70.0% | -47.0% |
| All | +116.3% | +58.5% | +57.8% | +51.5% |
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 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