+83.0%
MMM vs KIM
+65.6%
+17.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +5.8% | +2.8% | +2.9% | +5.0% |
| 30D | +17.9% | +16.3% | +1.6% | +12.9% |
| 3M | +3.6% | +6.6% | -3.1% | +1.7% |
| 6M | +32.9% | +12.3% | +20.6% | +28.3% |
| YTD | +19.5% | +31.6% | -12.1% | +10.2% |
| 1Y | +16.5% | +31.5% | -15.0% | +7.5% |
| 3Y | +167.2% | +68.0% | +99.2% | +130.0% |
| 5Y | +48.2% | +38.7% | +9.5% | +33.1% |
| 10Y | +83.0% | +65.7% | +17.3% | +38.6% |
| All | +83.0% | +65.6% | +17.4% | +38.6% |
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