+211.7%
MRSH vs KIM
+32.5%
+179.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.8% | -1.7% | -3.0% | -4.3% |
| 30D | -6.3% | -3.0% | -3.4% | -5.6% |
| 3M | +5.8% | -8.9% | +14.7% | +8.2% |
| 6M | +2.8% | +2.4% | +0.4% | +2.1% |
| YTD | -3.1% | +18.3% | -21.5% | -7.2% |
| 1Y | -11.3% | +8.2% | -19.4% | -13.2% |
| 3Y | -5.0% | +44.0% | -49.0% | -14.3% |
| 5Y | +19.2% | +37.3% | -18.2% | +8.2% |
| All | +211.7% | +32.5% | +179.2% | +155.0% |
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