+15,614.6%
MA vs KIM
+90.5%
+15,524.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +2.3% | +4.1% | -1.8% | +0.9% |
| 30D | +14.7% | +16.8% | -2.1% | +8.6% |
| 3M | +13.5% | +5.7% | +7.8% | +11.3% |
| 6M | +33.1% | +9.7% | +23.4% | +28.6% |
| YTD | +15.1% | +30.2% | -15.2% | +4.4% |
| 1Y | +18.7% | +32.1% | -13.4% | +7.1% |
| 3Y | +72.1% | +58.6% | +13.5% | +43.3% |
| 5Y | +92.8% | +31.2% | +61.6% | +70.1% |
| 10Y | +571.6% | +66.7% | +505.0% | +393.0% |
| All | +15,614.6% | +90.5% | +15,524.2% | +9,751.3% |
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