+13,824.2%
MA vs KIM
+76.1%
+13,748.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | +20.4% | +0.5% | +19.9% | +20.0% |
| 6M | +11.1% | +3.6% | +7.5% | +9.5% |
| YTD | +2.0% | +20.4% | -18.5% | -4.9% |
| 1Y | -2.2% | +9.7% | -11.9% | -5.8% |
| 3Y | +41.9% | +46.0% | -4.1% | +21.3% |
| 5Y | +75.4% | +34.4% | +40.9% | +53.2% |
| 10Y | +527.5% | +29.3% | +498.2% | +403.2% |
| All | +13,824.2% | +76.1% | +13,748.0% | +8,873.4% |
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