+1,171.8%
MPC vs KIM
+63.6%
+1,108.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | -14.5% | +14.1% | -28.6% | -20.9% |
| 3M | +16.7% | +6.0% | +10.7% | +12.3% |
| 6M | +67.6% | +13.2% | +54.3% | +54.6% |
| YTD | +157.9% | +30.4% | +127.5% | +118.6% |
| 1Y | +116.7% | +31.0% | +85.6% | +83.1% |
| 3Y | +199.8% | +67.6% | +132.1% | +114.5% |
| 5Y | +604.4% | +35.8% | +568.7% | +450.0% |
| All | +1,171.8% | +63.6% | +1,108.2% | +606.5% |
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