+254.1%
MP vs KIM
+163.9%
+90.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.1% |
| 7D | -10.5% | +4.1% | -14.6% | -12.1% |
| 30D | -23.5% | +16.8% | -40.3% | -28.6% |
| 3M | -25.4% | +5.7% | -31.1% | -27.4% |
| 6M | -51.3% | +9.7% | -60.9% | -53.8% |
| YTD | -29.9% | +30.2% | -60.1% | -39.0% |
| 1Y | -31.8% | +32.1% | -63.9% | -41.2% |
| 3Y | +127.0% | +58.6% | +68.4% | +77.4% |
| 5Y | -3.3% | +31.2% | -34.4% | -18.6% |
| All | +254.1% | +163.9% | +90.2% | +196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling