+1,116.6%
MPC vs KIM
+27.5%
+1,089.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.4% | +0.4% | +5.0% | +5.2% |
| 30D | +31.0% | -4.0% | +35.0% | +33.8% |
| 3M | +46.0% | +0.5% | +45.5% | +45.0% |
| 6M | +77.3% | +3.6% | +73.7% | +72.2% |
| YTD | +141.9% | +20.4% | +121.5% | +115.5% |
| 1Y | +120.9% | +9.7% | +111.2% | +107.0% |
| 3Y | +182.7% | +46.0% | +136.7% | +119.0% |
| 5Y | +646.4% | +34.4% | +612.0% | +484.4% |
| All | +1,116.6% | +27.5% | +1,089.1% | +688.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling