+210.8%
MGY vs KIM
+101.3%
+109.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.8% |
| 7D | +1.5% | -1.0% | +2.5% | +2.0% |
| 30D | +6.8% | -1.1% | +7.9% | +7.5% |
| 3M | +2.6% | -5.3% | +7.9% | +5.4% |
| 6M | -3.1% | +3.9% | -7.0% | -6.2% |
| YTD | +29.4% | +20.3% | +9.1% | +15.0% |
| 1Y | +22.3% | +10.4% | +11.9% | +13.9% |
| 3Y | +26.6% | +46.3% | -19.8% | -1.8% |
| 5Y | +92.1% | +37.6% | +54.5% | +51.5% |
| All | +210.8% | +101.3% | +109.6% | +84.7% |
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