+8,750.6%
MO vs KIM
+3,058.9%
+5,691.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +0.6% | -4.0% | +4.6% | +1.3% |
| 3M | -1.0% | +0.5% | -1.5% | -1.0% |
| 6M | +4.3% | +3.6% | +0.7% | +3.7% |
| YTD | +23.3% | +20.4% | +2.8% | +19.6% |
| 1Y | +10.5% | +9.7% | +0.8% | +8.7% |
| 3Y | +96.3% | +46.0% | +50.3% | +83.2% |
| 5Y | +98.9% | +34.4% | +64.4% | +86.6% |
| 10Y | +103.6% | +29.3% | +74.3% | +82.2% |
| All | +8,750.6% | +3,058.9% | +5,691.6% | +6,329.8% |
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