+27.9%
MAS vs KIM
+13.9%
+14.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.1% | +2.3% |
| 7D | +14.2% | +10.6% | +3.6% | +4.4% |
| 30D | +26.8% | +17.5% | +9.3% | +10.2% |
| 3M | +13.1% | +4.7% | +8.4% | +7.9% |
| 6M | +27.9% | +13.1% | +14.8% | +11.9% |
| All | +27.9% | +13.9% | +14.0% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling