+6,059.5%
MTB vs KIM
+3,058.9%
+3,000.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | -4.2% | -4.0% | -0.2% | -2.4% |
| 3M | +8.9% | +0.5% | +8.3% | +8.4% |
| 6M | +10.9% | +3.6% | +7.3% | +8.8% |
| YTD | +21.5% | +20.4% | +1.1% | +10.8% |
| 1Y | +21.9% | +9.7% | +12.2% | +16.1% |
| 3Y | +109.2% | +46.0% | +63.3% | +73.3% |
| 5Y | +102.0% | +34.4% | +67.5% | +72.6% |
| 10Y | +171.9% | +29.3% | +142.6% | +115.5% |
| All | +6,059.5% | +3,058.9% | +3,000.6% | +2,008.2% |
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 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