+140.2%
MAS vs KIM
+29.2%
+110.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -5.6% | -4.0% | -1.6% | -4.2% |
| 3M | +4.4% | +0.5% | +3.9% | +4.3% |
| 6M | +7.2% | +3.6% | +3.6% | +6.0% |
| YTD | +16.1% | +20.4% | -4.3% | +8.9% |
| 1Y | +0.1% | +9.7% | -9.6% | -3.0% |
| 3Y | +28.3% | +46.0% | -17.7% | +13.5% |
| 5Y | +30.5% | +34.4% | -4.0% | +18.2% |
| All | +140.2% | +29.2% | +110.9% | +125.3% |
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 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