+170.1%
MTB vs KIM
+32.5%
+137.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.6% |
| 7D | 0.0% | -1.7% | +1.7% | +0.9% |
| 30D | -4.8% | -3.0% | -1.8% | -3.3% |
| 3M | +6.0% | -8.9% | +14.8% | +11.3% |
| 6M | +19.6% | +2.4% | +17.2% | +17.7% |
| YTD | +21.5% | +18.3% | +3.1% | +10.1% |
| 1Y | +24.7% | +8.2% | +16.5% | +18.6% |
| 3Y | +108.6% | +44.0% | +64.5% | +68.1% |
| 5Y | +106.7% | +37.3% | +69.4% | +69.1% |
| All | +170.1% | +32.5% | +137.6% | +59.2% |
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