+73.1%
MA vs KIM
+34.4%
+38.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +1.5% | -4.0% | +5.5% | +3.2% |
| 3M | +20.4% | +0.5% | +19.9% | +19.9% |
| 6M | +11.1% | +3.6% | +7.5% | +9.2% |
| YTD | +2.0% | +20.4% | -18.5% | -6.2% |
| 1Y | -2.2% | +9.7% | -11.9% | -6.5% |
| 3Y | +41.9% | +46.0% | -4.1% | +16.8% |
| All | +73.1% | +34.4% | +38.6% | +47.1% |
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