+215.9%
MAS vs KIM
+64.5%
+151.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.0% | +4.1% | -2.1% | +0.6% |
| 30D | +19.4% | +16.8% | +2.6% | +13.2% |
| 3M | +9.4% | +5.7% | +3.7% | +7.4% |
| 6M | +15.3% | +9.7% | +5.6% | +11.8% |
| YTD | +31.3% | +30.2% | +1.1% | +20.1% |
| 1Y | +34.9% | +32.1% | +2.8% | +22.7% |
| 3Y | +58.6% | +58.6% | 0.0% | +36.6% |
| 5Y | +40.7% | +31.2% | +9.5% | +27.5% |
| All | +215.9% | +64.5% | +151.4% | +147.0% |
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