+1,106.2%
MPC vs KIM
+65.6%
+1,040.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.0% |
| 7D | -9.4% | +2.8% | -12.2% | -10.9% |
| 30D | -14.3% | +16.3% | -30.7% | -21.5% |
| 3M | +31.1% | +6.6% | +24.5% | +25.8% |
| 6M | +60.3% | +12.3% | +48.0% | +48.6% |
| YTD | +142.5% | +31.6% | +111.0% | +104.6% |
| 1Y | +104.6% | +31.5% | +73.1% | +72.6% |
| 3Y | +191.7% | +68.0% | +123.7% | +108.6% |
| 5Y | +549.2% | +38.7% | +510.5% | +400.7% |
| 10Y | +1,106.2% | +65.7% | +1,040.5% | +560.4% |
| All | +1,106.2% | +65.6% | +1,040.6% | +560.4% |
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