+78.1%
MMM vs KIM
+63.0%
+15.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.8% | -0.7% | -0.2% | -0.6% |
| 30D | +14.4% | +13.4% | +1.0% | +10.3% |
| 3M | +1.8% | +6.5% | -4.8% | -0.1% |
| 6M | +31.3% | +10.6% | +20.7% | +27.4% |
| YTD | +18.0% | +29.9% | -12.0% | +9.2% |
| 1Y | +10.9% | +29.6% | -18.7% | +2.7% |
| 3Y | +160.6% | +64.1% | +96.6% | +125.9% |
| 5Y | +44.5% | +35.3% | +9.2% | +30.6% |
| All | +78.1% | +63.0% | +15.0% | +36.1% |
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 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