+153.3%
MP vs KIM
+46.3%
+107.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +13.8% | -4.0% | +17.8% | +15.5% |
| 3M | -16.7% | +0.5% | -17.2% | -18.1% |
| 6M | -11.5% | +3.6% | -15.1% | -14.4% |
| YTD | +7.9% | +20.4% | -12.5% | -4.3% |
| 1Y | -15.0% | +9.7% | -24.7% | -20.7% |
| All | +153.3% | +46.3% | +107.0% | +89.3% |
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