+442.2%
MTZ vs KIM
+64.9%
+377.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.2% |
| 7D | -8.7% | +2.8% | -11.5% | -10.1% |
| 30D | -15.0% | +15.9% | -30.8% | -21.1% |
| 3M | -32.6% | +7.8% | -40.4% | -35.3% |
| 6M | -56.3% | +11.9% | -68.2% | -59.1% |
| YTD | -16.8% | +31.0% | -47.8% | -28.0% |
| 1Y | -10.0% | +32.3% | -42.4% | -22.6% |
| 3Y | +267.1% | +65.5% | +201.6% | +181.6% |
| 5Y | +89.9% | +37.2% | +52.6% | +57.0% |
| 10Y | +442.2% | +63.9% | +378.3% | +236.5% |
| All | +442.2% | +64.9% | +377.3% | +236.5% |
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