+140.5%
MLM vs KIM
+63.0%
+77.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | +9.5% | +13.4% | -3.9% | +4.0% |
| 3M | -4.7% | +6.5% | -11.3% | -7.2% |
| 6M | -10.7% | +10.6% | -21.3% | -14.4% |
| YTD | -16.6% | +29.9% | -46.5% | -25.2% |
| 1Y | -15.4% | +29.6% | -44.9% | -24.1% |
| 3Y | +15.9% | +64.1% | -48.1% | -7.0% |
| 5Y | +27.1% | +35.3% | -8.1% | +9.4% |
| All | +140.5% | +63.0% | +77.5% | +55.8% |
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