+114.8%
MTB vs KIM
+47.7%
+67.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | +2.8% | -0.3% | +3.1% | +3.0% |
| 30D | -4.2% | -1.7% | -2.5% | -3.2% |
| 3M | +7.8% | -0.8% | +8.6% | +8.0% |
| 6M | +14.8% | +4.4% | +10.4% | +11.4% |
| YTD | +20.8% | +21.2% | -0.5% | +6.5% |
| 1Y | +23.1% | +10.5% | +12.6% | +14.9% |
| 3Y | +114.8% | +47.5% | +67.3% | +68.3% |
| All | +114.8% | +47.7% | +67.1% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling