+117.2%
MPC vs KIM
+33.1%
+84.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -7.5% |
| 7D | -10.9% | +10.6% | -21.5% | -9.8% |
| 30D | -9.4% | +17.5% | -26.9% | -8.1% |
| 3M | +26.0% | +4.7% | +21.3% | +27.5% |
| 6M | +56.5% | +13.1% | +43.4% | +59.4% |
| YTD | +144.3% | +32.1% | +112.2% | +130.7% |
| 1Y | +117.2% | +32.7% | +84.6% | +105.7% |
| All | +117.2% | +33.1% | +84.1% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling