+159.3%
MP vs KIM
+65.6%
+93.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +9.5% | +0.1% | +9.3% | +9.4% |
| 30D | -3.0% | +14.1% | -17.1% | -7.4% |
| 3M | -30.4% | +6.0% | -36.4% | -31.8% |
| 6M | -39.2% | +13.2% | -52.4% | -43.0% |
| YTD | -23.3% | +30.4% | -53.7% | -33.6% |
| 1Y | -32.6% | +31.0% | -63.7% | -42.0% |
| 3Y | +159.3% | +67.6% | +91.6% | +60.6% |
| All | +159.3% | +65.6% | +93.7% | +60.6% |
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