+3,005.7%
MPC vs KIM
+189.8%
+2,815.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.4% |
| 7D | -12.8% | +5.0% | -17.7% | -15.4% |
| 30D | -12.7% | +15.8% | -28.5% | -20.2% |
| 3M | +27.1% | +4.3% | +22.8% | +23.2% |
| 6M | +45.8% | +11.4% | +34.4% | +35.3% |
| YTD | +134.7% | +30.8% | +103.9% | +97.4% |
| 1Y | +106.0% | +31.4% | +74.6% | +72.7% |
| 3Y | +165.5% | +57.7% | +107.8% | +94.8% |
| 5Y | +540.9% | +31.7% | +509.2% | +404.4% |
| 10Y | +1,133.6% | +67.4% | +1,066.2% | +640.8% |
| All | +3,005.7% | +189.8% | +2,815.9% | +1,067.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling