+15,612.2%
MA vs KIM
+90.0%
+15,522.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +7.9% | +13.4% | -5.5% | +3.2% |
| 3M | +16.8% | +6.5% | +10.2% | +14.2% |
| 6M | +31.0% | +10.6% | +20.4% | +26.2% |
| YTD | +15.0% | +29.9% | -14.9% | +4.4% |
| 1Y | +17.0% | +29.6% | -12.5% | +6.3% |
| 3Y | +68.5% | +64.1% | +4.4% | +38.7% |
| 5Y | +85.0% | +35.3% | +49.7% | +61.5% |
| 10Y | +561.3% | +63.1% | +498.3% | +389.3% |
| All | +15,612.2% | +90.0% | +15,522.2% | +9,758.0% |
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