-10.0%
MTZ vs KIM
+31.2%
-41.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.4% |
| 7D | -8.7% | +2.8% | -11.5% | -7.9% |
| 30D | -15.0% | +15.9% | -30.8% | -13.0% |
| 3M | -32.6% | +7.8% | -40.4% | -31.3% |
| 6M | -56.3% | +11.9% | -68.2% | -56.0% |
| YTD | -16.8% | +31.0% | -47.8% | -12.4% |
| 1Y | -10.0% | +32.3% | -42.4% | -5.4% |
| All | -10.0% | +31.2% | -41.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling