+2,442.3%
MMM vs KIM
+3,058.9%
-616.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -7.0% | -4.0% | -3.0% | -6.0% |
| 3M | +10.8% | +0.5% | +10.3% | +10.6% |
| 6M | +5.8% | +3.6% | +2.2% | +4.7% |
| YTD | +6.8% | +20.4% | -13.7% | +1.6% |
| 1Y | +10.4% | +9.7% | +0.7% | +7.6% |
| 3Y | +104.7% | +46.0% | +58.7% | +84.9% |
| 5Y | +23.6% | +34.4% | -10.9% | +13.1% |
| 10Y | +54.1% | +29.3% | +24.8% | +31.9% |
| All | +2,442.3% | +3,058.9% | -616.6% | +977.8% |
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