+222.1%
MAS vs KIM
+65.2%
+156.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.5% | -3.1% |
| 7D | +4.6% | +5.0% | -0.4% | +2.8% |
| 30D | +19.9% | +15.8% | +4.1% | +14.0% |
| 3M | +8.9% | +4.3% | +4.6% | +7.4% |
| 6M | +20.2% | +11.4% | +8.8% | +15.9% |
| YTD | +33.9% | +30.8% | +3.1% | +22.2% |
| 1Y | +34.7% | +31.4% | +3.2% | +22.7% |
| 3Y | +60.4% | +57.7% | +2.7% | +38.4% |
| 5Y | +43.5% | +31.7% | +11.7% | +29.8% |
| All | +222.1% | +65.2% | +156.8% | +151.4% |
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