+67.5%
MAS vs KIM
+60.1%
+7.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.1% | +3.0% |
| 7D | +14.2% | +10.6% | +3.6% | +6.3% |
| 30D | +26.8% | +17.5% | +9.3% | +13.1% |
| 3M | +13.1% | +4.7% | +8.4% | +9.5% |
| 6M | +27.9% | +13.1% | +14.8% | +17.2% |
| YTD | +38.7% | +32.1% | +6.6% | +13.9% |
| 1Y | +40.4% | +32.7% | +7.7% | +14.9% |
| All | +67.5% | +60.1% | +7.4% | +22.0% |
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 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