-50.4%
MP vs KIM
+12.0%
-62.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -5.1% | -6.7% |
| 7D | -19.0% | +5.0% | -23.9% | -15.9% |
| 30D | -30.5% | +15.8% | -46.2% | -22.1% |
| 3M | -29.6% | +4.3% | -33.9% | -29.6% |
| 6M | -50.4% | +11.4% | -61.8% | -49.1% |
| All | -50.4% | +12.0% | -62.5% | -49.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling