+1,356.0%
MOH vs KIM
+273.2%
+1,082.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -4.2% | -1.0% | -3.2% | -4.0% |
| 30D | -2.4% | -1.1% | -1.3% | -2.1% |
| 3M | -4.4% | -5.3% | +0.9% | -3.1% |
| 6M | +32.9% | +3.9% | +29.0% | +31.5% |
| YTD | +11.9% | +20.3% | -8.4% | +6.5% |
| 1Y | +6.9% | +10.4% | -3.5% | +4.1% |
| 3Y | -39.4% | +46.3% | -85.7% | -45.9% |
| 5Y | -25.0% | +37.6% | -62.5% | -32.8% |
| 10Y | +244.9% | +34.5% | +210.4% | +186.8% |
| All | +1,356.0% | +273.2% | +1,082.8% | +709.6% |
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