+709.2%
MTZ vs KIM
+28.2%
+681.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -11.1% | -4.0% | -7.1% | -9.3% |
| 3M | -36.7% | +0.5% | -37.2% | -37.3% |
| 6M | -21.9% | +3.6% | -25.6% | -23.8% |
| YTD | +9.1% | +20.4% | -11.3% | -1.1% |
| 1Y | +30.0% | +9.7% | +20.3% | +22.9% |
| 3Y | +138.5% | +46.0% | +92.5% | +95.4% |
| 5Y | +158.3% | +34.4% | +123.9% | +116.7% |
| All | +709.2% | +28.2% | +681.0% | +478.8% |
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 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