-15.0%
MLM vs KIM
+31.2%
-46.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.6% |
| 7D | -5.8% | -1.0% | -4.8% | -5.3% |
| 30D | +9.8% | +14.8% | -4.9% | +2.7% |
| 3M | -5.2% | +8.1% | -13.3% | -9.0% |
| 6M | -10.3% | +11.7% | -21.9% | -15.2% |
| YTD | -15.5% | +30.7% | -46.2% | -23.5% |
| 1Y | -15.0% | +29.7% | -44.8% | -22.7% |
| All | -15.0% | +31.2% | -46.2% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling