+101.9%
MPC vs KIM
+31.8%
+70.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.7% |
| 7D | -9.4% | +2.8% | -12.2% | -8.9% |
| 30D | -14.3% | +16.3% | -30.7% | -13.3% |
| 3M | +31.1% | +6.6% | +24.5% | +32.5% |
| 6M | +60.3% | +12.3% | +48.0% | +62.7% |
| YTD | +142.5% | +31.6% | +111.0% | +124.4% |
| All | +101.9% | +31.8% | +70.1% | +86.3% |
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