+507.3%
MAR vs KIM
+64.0%
+443.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.0% | -1.0% | +2.0% | +1.5% |
| 30D | +16.2% | +14.8% | +1.4% | +8.1% |
| 3M | +23.1% | +8.1% | +14.9% | +17.9% |
| 6M | +22.0% | +11.7% | +10.3% | +14.7% |
| YTD | +39.2% | +30.7% | +8.4% | +20.6% |
| 1Y | +48.3% | +29.7% | +18.5% | +29.0% |
| 3Y | +123.4% | +65.1% | +58.3% | +69.0% |
| 5Y | +185.4% | +34.7% | +150.7% | +136.6% |
| All | +507.3% | +64.0% | +443.3% | +236.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling