+145.5%
MLM vs KIM
+63.9%
+81.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -5.8% | -1.0% | -4.8% | -5.4% |
| 30D | +9.8% | +14.8% | -4.9% | +3.8% |
| 3M | -5.2% | +8.1% | -13.3% | -8.2% |
| 6M | -10.3% | +11.7% | -21.9% | -14.3% |
| YTD | -15.5% | +30.7% | -46.2% | -24.4% |
| 1Y | -15.0% | +29.7% | -44.8% | -23.8% |
| 3Y | +17.5% | +65.1% | -47.6% | -6.1% |
| 5Y | +30.5% | +34.7% | -4.1% | +12.5% |
| 10Y | +145.5% | +64.1% | +81.4% | +59.6% |
| All | +145.5% | +63.9% | +81.7% | +59.6% |
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