+180.6%
MPC vs KIM
+46.3%
+134.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.4% | +0.4% | +5.0% | +5.3% |
| 30D | +31.0% | -4.0% | +35.0% | +32.6% |
| 3M | +46.0% | +0.5% | +45.5% | +45.4% |
| 6M | +77.3% | +3.6% | +73.7% | +74.2% |
| YTD | +141.9% | +20.4% | +121.5% | +123.7% |
| 1Y | +120.9% | +9.7% | +111.2% | +111.6% |
| All | +180.6% | +46.3% | +134.3% | +143.6% |
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 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