+505.6%
MA vs KIM
+29.1%
+476.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -1.8% | -0.3% | -1.4% | -1.6% |
| 30D | +1.4% | -1.7% | +3.1% | +2.0% |
| 3M | +17.7% | -0.8% | +18.6% | +17.9% |
| 6M | +9.7% | +4.4% | +5.3% | +7.7% |
| YTD | +0.5% | +21.2% | -20.8% | -6.5% |
| 1Y | -2.1% | +10.5% | -12.6% | -6.0% |
| 3Y | +40.1% | +47.5% | -7.4% | +19.3% |
| 5Y | +67.5% | +37.1% | +30.4% | +45.6% |
| 10Y | +505.6% | +29.5% | +476.1% | +345.3% |
| All | +505.6% | +29.1% | +476.5% | +345.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling