+1,586.6%
MAS vs KIM
+3,058.9%
-1,472.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -5.6% | -4.0% | -1.6% | -3.9% |
| 3M | +4.4% | +0.5% | +3.9% | +4.2% |
| 6M | +7.2% | +3.6% | +3.6% | +5.6% |
| YTD | +16.1% | +20.4% | -4.3% | +7.1% |
| 1Y | +0.1% | +9.7% | -9.6% | -3.8% |
| 3Y | +28.3% | +46.0% | -17.7% | +8.8% |
| 5Y | +30.5% | +34.4% | -4.0% | +13.7% |
| 10Y | +139.1% | +29.3% | +109.8% | +82.8% |
| All | +1,586.6% | +3,058.9% | -1,472.3% | +339.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling