+64.6%
MAR vs KIM
+47.7%
+16.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -6.9% | -1.7% | -5.2% | -6.2% |
| 3M | -15.8% | -0.8% | -15.0% | -15.7% |
| 6M | +1.9% | +4.4% | -2.5% | -0.4% |
| YTD | +6.6% | +21.2% | -14.6% | -2.9% |
| 1Y | +23.7% | +10.5% | +13.1% | +17.4% |
| 3Y | +64.6% | +47.5% | +17.1% | +45.8% |
| All | +64.6% | +47.7% | +16.9% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling