+1,079.5%
MPC vs KIM
+64.5%
+1,015.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -16.2% | +4.1% | -20.3% | -18.2% |
| 30D | -15.7% | +16.8% | -32.5% | -23.0% |
| 3M | +24.9% | +5.7% | +19.2% | +20.4% |
| 6M | +52.7% | +9.7% | +43.0% | +43.4% |
| YTD | +131.9% | +30.2% | +101.6% | +96.7% |
| 1Y | +96.6% | +32.1% | +64.5% | +65.5% |
| 3Y | +163.8% | +58.6% | +105.2% | +95.1% |
| 5Y | +533.1% | +31.2% | +502.0% | +404.8% |
| All | +1,079.5% | +64.5% | +1,015.0% | +538.7% |
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 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