+97.5%
MO vs KIM
+37.3%
+60.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -2.4% | -1.0% | -1.4% | -2.2% |
| 30D | +3.6% | -1.1% | +4.7% | +3.8% |
| 3M | -3.7% | -5.3% | +1.6% | -2.5% |
| 6M | +4.5% | +3.9% | +0.6% | +3.7% |
| YTD | +21.5% | +20.3% | +1.2% | +16.7% |
| 1Y | +9.5% | +10.4% | -0.9% | +7.1% |
| 3Y | +93.6% | +46.3% | +47.3% | +76.2% |
| 5Y | +97.5% | +37.6% | +59.9% | +75.9% |
| All | +97.5% | +37.3% | +60.2% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling