+3,151.0%
MLM vs KIM
+1,527.3%
+1,623.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.8% |
| 7D | -1.2% | +5.0% | -6.2% | -3.0% |
| 30D | +7.9% | +15.8% | -7.8% | +2.0% |
| 3M | -4.5% | +4.3% | -8.7% | -6.0% |
| 6M | -12.6% | +11.4% | -24.0% | -16.3% |
| YTD | -14.9% | +30.8% | -45.7% | -23.4% |
| 1Y | -13.1% | +31.4% | -44.5% | -22.0% |
| 3Y | +21.2% | +57.7% | -36.4% | 0.0% |
| 5Y | +32.0% | +31.7% | +0.3% | +15.7% |
| 10Y | +195.3% | +67.4% | +128.0% | +114.4% |
| All | +3,151.0% | +1,527.3% | +1,623.7% | +974.1% |
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