+3,374.0%
MRSH vs KIM
+3,054.9%
+319.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -5.9% | -1.0% | -4.9% | -5.6% |
| 30D | -7.3% | -1.1% | -6.2% | -7.1% |
| 3M | +7.4% | -5.3% | +12.8% | +9.0% |
| 6M | -0.7% | +3.9% | -4.6% | -1.9% |
| YTD | -3.2% | +20.3% | -23.4% | -8.1% |
| 1Y | -10.6% | +10.4% | -21.0% | -13.2% |
| 3Y | -4.6% | +46.3% | -50.9% | -15.4% |
| 5Y | +19.3% | +37.6% | -18.3% | +6.5% |
| 10Y | +217.3% | +34.5% | +182.8% | +161.0% |
| All | +3,374.0% | +3,054.9% | +319.1% | +1,236.8% |
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