+1,098.3%
MPC vs KIM
+64.9%
+1,033.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -8.8% | +2.8% | -11.6% | -10.4% |
| 30D | -14.4% | +15.9% | -30.3% | -21.4% |
| 3M | +21.9% | +7.8% | +14.2% | +16.4% |
| 6M | +60.1% | +11.9% | +48.3% | +48.8% |
| YTD | +142.3% | +31.0% | +111.3% | +104.9% |
| 1Y | +101.7% | +32.3% | +69.4% | +69.6% |
| 3Y | +184.8% | +65.5% | +119.3% | +105.4% |
| 5Y | +564.6% | +37.2% | +527.4% | +415.9% |
| 10Y | +1,098.3% | +63.9% | +1,034.4% | +556.6% |
| All | +1,098.3% | +64.9% | +1,033.4% | +556.6% |
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