+138.8%
MLM vs KIM
+63.6%
+75.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +9.0% | +14.1% | -5.1% | +3.3% |
| 3M | -5.6% | +6.0% | -11.6% | -7.8% |
| 6M | -10.7% | +13.2% | -23.9% | -15.2% |
| YTD | -17.2% | +30.4% | -47.5% | -25.8% |
| 1Y | -14.2% | +31.0% | -45.3% | -23.4% |
| 3Y | +15.6% | +67.6% | -52.0% | -8.1% |
| 5Y | +26.2% | +35.8% | -9.5% | +8.5% |
| All | +138.8% | +63.6% | +75.2% | +54.5% |
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