+53.8%
MMM vs KIM
+29.1%
+24.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -8.0% | -1.7% | -6.3% | -7.6% |
| 3M | +9.4% | -0.8% | +10.2% | +9.5% |
| 6M | +10.2% | +4.4% | +5.8% | +8.8% |
| YTD | +6.1% | +21.2% | -15.1% | +0.2% |
| 1Y | +10.8% | +10.5% | +0.2% | +7.4% |
| 3Y | +104.8% | +47.5% | +57.3% | +82.7% |
| 5Y | +27.0% | +37.1% | -10.0% | +14.9% |
| 10Y | +53.8% | +29.5% | +24.3% | +28.7% |
| All | +53.8% | +29.1% | +24.7% | +28.7% |
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