+154.1%
MAR vs KIM
+37.3%
+116.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | -0.5% | -1.0% | +0.5% | 0.0% |
| 30D | -4.7% | -1.1% | -3.6% | -4.2% |
| 3M | -15.6% | -5.3% | -10.3% | -13.3% |
| 6M | +1.2% | +3.9% | -2.7% | -1.1% |
| YTD | +7.5% | +20.3% | -12.8% | -3.0% |
| 1Y | +26.6% | +10.4% | +16.2% | +19.5% |
| 3Y | +66.0% | +46.3% | +19.6% | +32.2% |
| 5Y | +154.1% | +37.6% | +116.5% | +106.5% |
| All | +154.1% | +37.3% | +116.8% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling