-14.3%
MLM vs KIM
+31.1%
-45.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -4.1% | +4.1% | -8.2% | -6.0% |
| 30D | +8.2% | +16.8% | -8.6% | +0.5% |
| 3M | -3.6% | +5.7% | -9.3% | -6.4% |
| 6M | -15.6% | +9.7% | -25.2% | -19.4% |
| YTD | -16.4% | +30.2% | -46.7% | -23.8% |
| 1Y | -14.3% | +32.1% | -46.5% | -22.5% |
| All | -14.3% | +31.1% | -45.5% | -22.5% |
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