+582.3%
MPC vs KIM
+36.8%
+545.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +2.6% | -1.0% | +3.6% | +3.0% |
| 30D | -12.2% | +14.8% | -27.0% | -16.8% |
| 3M | +20.1% | +8.1% | +11.9% | +16.3% |
| 6M | +60.6% | +11.7% | +48.9% | +53.0% |
| YTD | +150.6% | +30.7% | +119.8% | +122.7% |
| 1Y | +104.7% | +29.7% | +74.9% | +82.4% |
| 3Y | +194.5% | +65.1% | +129.4% | +134.2% |
| 5Y | +582.3% | +34.7% | +547.6% | +471.5% |
| All | +582.3% | +36.8% | +545.5% | +471.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling