+739.9%
MTZ vs KIM
+29.1%
+710.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.5% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | -9.6% | -1.7% | -7.9% | -8.9% |
| 3M | -31.9% | -0.8% | -31.1% | -32.1% |
| 6M | -13.8% | +4.4% | -18.2% | -16.1% |
| YTD | +13.3% | +21.2% | -8.0% | +2.3% |
| 1Y | +39.3% | +10.5% | +28.7% | +31.3% |
| 3Y | +168.3% | +47.5% | +120.9% | +118.8% |
| 5Y | +166.4% | +37.1% | +129.3% | +121.5% |
| 10Y | +739.9% | +29.5% | +710.4% | +498.8% |
| All | +739.9% | +29.1% | +710.8% | +498.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling