+1,209.8%
MET vs KIM
+604.7%
+605.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.5% |
| 7D | +1.2% | +0.4% | +0.7% | +0.9% |
| 30D | +1.4% | -4.0% | +5.4% | +3.6% |
| 3M | +17.7% | +0.5% | +17.1% | +17.1% |
| 6M | +35.0% | +3.6% | +31.4% | +31.9% |
| YTD | +26.3% | +20.4% | +5.9% | +13.2% |
| 1Y | +22.8% | +9.7% | +13.1% | +15.8% |
| 3Y | +65.9% | +46.0% | +20.0% | +31.2% |
| 5Y | +85.4% | +34.4% | +50.9% | +49.8% |
| 10Y | +253.7% | +29.3% | +224.4% | +155.6% |
| All | +1,209.8% | +604.7% | +605.1% | +255.6% |
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 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