+163.8%
MPC vs KIM
+57.8%
+106.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -16.2% | +4.1% | -20.3% | -17.2% |
| 30D | -15.7% | +16.8% | -32.5% | -19.8% |
| 3M | +24.9% | +5.7% | +19.2% | +22.6% |
| 6M | +52.7% | +9.7% | +43.0% | +47.6% |
| YTD | +131.9% | +30.2% | +101.6% | +108.3% |
| 1Y | +96.6% | +32.1% | +64.5% | +75.6% |
| 3Y | +163.8% | +58.6% | +105.2% | +117.2% |
| All | +163.8% | +57.8% | +106.0% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling