+242.5%
MET vs KIM
+33.1%
+209.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | -2.5% | -1.5% | -1.0% | -1.8% |
| 30D | 0.0% | -1.7% | +1.7% | +0.7% |
| 3M | +13.1% | -7.1% | +20.2% | +16.9% |
| 6M | +39.0% | +2.9% | +36.1% | +36.7% |
| YTD | +25.2% | +18.8% | +6.3% | +14.7% |
| 1Y | +25.6% | +9.4% | +16.2% | +19.6% |
| 3Y | +67.1% | +44.6% | +22.5% | +37.8% |
| 5Y | +85.1% | +37.9% | +47.2% | +53.4% |
| All | +242.5% | +33.1% | +209.4% | +105.8% |
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 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