+1,274.9%
MET vs KIM
+660.3%
+614.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +2.1% | -0.7% | +2.8% | +2.5% |
| 30D | +1.8% | +13.4% | -11.6% | -5.1% |
| 3M | +6.0% | +6.5% | -0.5% | +2.2% |
| 6M | +31.1% | +10.6% | +20.5% | +23.5% |
| YTD | +32.6% | +29.9% | +2.6% | +13.8% |
| 1Y | +30.5% | +29.6% | +0.9% | +12.1% |
| 3Y | +83.6% | +64.1% | +19.5% | +36.2% |
| 5Y | +84.2% | +35.3% | +48.9% | +48.7% |
| 10Y | +196.6% | +63.1% | +133.5% | +88.2% |
| All | +1,274.9% | +660.3% | +614.6% | +257.3% |
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