+158.4%
MMM vs KIM
+65.6%
+92.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +12.1% | +14.1% | -2.0% | +4.8% |
| 3M | +1.4% | +6.0% | -4.6% | -1.6% |
| 6M | +26.6% | +13.2% | +13.3% | +18.3% |
| YTD | +16.8% | +30.4% | -13.6% | +1.2% |
| 1Y | +10.1% | +31.0% | -20.9% | -4.9% |
| 3Y | +158.4% | +67.6% | +90.8% | +103.0% |
| All | +158.4% | +65.6% | +92.9% | +103.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling