+101.7%
MPC vs KIM
+31.2%
+70.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -8.8% | +2.8% | -11.6% | -8.4% |
| 30D | -14.4% | +15.9% | -30.3% | -13.4% |
| 3M | +21.9% | +7.8% | +14.2% | +23.2% |
| 6M | +60.1% | +11.9% | +48.3% | +62.5% |
| YTD | +142.3% | +31.0% | +111.3% | +124.1% |
| 1Y | +101.7% | +32.3% | +69.4% | +86.0% |
| All | +101.7% | +31.2% | +70.5% | +86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling