+195.2%
MET vs KIM
+64.0%
+131.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | 0.0% | -1.0% | +1.1% | +0.6% |
| 30D | +3.4% | +14.8% | -11.4% | -3.3% |
| 3M | +7.0% | +8.1% | -1.2% | +2.9% |
| 6M | +34.6% | +11.7% | +23.0% | +27.3% |
| YTD | +34.0% | +30.7% | +3.2% | +17.1% |
| 1Y | +35.9% | +29.7% | +6.2% | +19.2% |
| 3Y | +85.5% | +65.1% | +20.4% | +43.4% |
| 5Y | +87.8% | +34.7% | +53.1% | +57.1% |
| All | +195.2% | +64.0% | +131.2% | +67.6% |
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 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