+2,692.5%
MMM vs KIM
+3,315.9%
-623.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +6.2% | +4.1% | +2.1% | +5.2% |
| 30D | +14.2% | +16.8% | -2.6% | +9.7% |
| 3M | +2.9% | +5.7% | -2.8% | +1.4% |
| 6M | +27.6% | +9.7% | +17.9% | +24.4% |
| YTD | +17.3% | +30.2% | -12.9% | +9.4% |
| 1Y | +15.1% | +32.1% | -17.0% | +6.9% |
| 3Y | +157.1% | +58.6% | +98.5% | +127.4% |
| 5Y | +45.1% | +31.2% | +14.0% | +33.6% |
| 10Y | +83.9% | +66.7% | +17.2% | +47.8% |
| All | +2,692.5% | +3,315.9% | -623.4% | +1,060.4% |
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