+110.9%
MO vs KIM
+32.5%
+78.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -1.7% | +1.9% | +0.5% |
| 30D | +7.1% | -3.0% | +10.1% | +7.9% |
| 3M | -2.0% | -8.9% | +6.9% | +0.2% |
| 6M | +7.3% | +2.4% | +4.9% | +6.7% |
| YTD | +23.5% | +18.3% | +5.1% | +18.6% |
| 1Y | +11.0% | +8.2% | +2.8% | +8.8% |
| 3Y | +95.0% | +44.0% | +51.0% | +76.6% |
| 5Y | +100.6% | +37.3% | +63.3% | +81.1% |
| All | +110.9% | +32.5% | +78.4% | +78.2% |
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