+210.4%
MGY vs KIM
+98.0%
+112.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +3.5% | -1.7% | +5.3% | +4.6% |
| 30D | +5.3% | -3.0% | +8.2% | +7.0% |
| 3M | +2.6% | -8.9% | +11.5% | +7.8% |
| 6M | -3.3% | +2.4% | -5.7% | -5.5% |
| YTD | +29.2% | +18.3% | +10.9% | +15.8% |
| 1Y | +18.0% | +8.2% | +9.9% | +11.3% |
| 3Y | +30.0% | +44.0% | -14.0% | +1.7% |
| 5Y | +92.7% | +37.3% | +55.3% | +52.1% |
| All | +210.4% | +98.0% | +112.4% | +86.1% |
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