+3,382.8%
MRSH vs KIM
+3,017.4%
+365.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.6% |
| 7D | -5.9% | -1.5% | -4.4% | -5.5% |
| 30D | -7.3% | -1.7% | -5.6% | -6.9% |
| 3M | +6.7% | -7.1% | +13.8% | +8.8% |
| 6M | +3.0% | +2.9% | +0.1% | +2.0% |
| YTD | -2.9% | +18.8% | -21.8% | -7.6% |
| 1Y | -9.0% | +9.4% | -18.4% | -11.4% |
| 3Y | -4.3% | +44.6% | -48.9% | -14.9% |
| 5Y | +19.4% | +37.9% | -18.5% | +6.6% |
| 10Y | +218.1% | +32.9% | +185.2% | +162.5% |
| All | +3,382.8% | +3,017.4% | +365.4% | +1,244.5% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling