+43.5%
MAS vs KIM
+31.2%
+12.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.5% | -2.8% |
| 7D | +4.6% | +5.0% | -0.4% | +1.2% |
| 30D | +19.9% | +15.8% | +4.1% | +8.6% |
| 3M | +8.9% | +4.3% | +4.6% | +5.9% |
| 6M | +20.2% | +11.4% | +8.8% | +11.7% |
| YTD | +33.9% | +30.8% | +3.1% | +11.6% |
| 1Y | +34.7% | +31.4% | +3.2% | +11.8% |
| 3Y | +60.4% | +57.7% | +2.7% | +17.1% |
| 5Y | +43.5% | +31.7% | +11.7% | +14.2% |
| All | +43.5% | +31.2% | +12.2% | +14.2% |
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