-11.5%
MTZ vs KIM
+31.1%
-42.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.4% | +10.0% | +9.4% |
| 7D | -6.4% | +4.1% | -10.5% | -5.6% |
| 30D | -22.1% | +16.8% | -38.9% | -20.4% |
| 3M | -32.7% | +5.7% | -38.4% | -31.6% |
| 6M | -59.8% | +9.7% | -69.5% | -59.5% |
| YTD | -19.9% | +30.2% | -50.1% | -16.5% |
| 1Y | -11.5% | +32.1% | -43.6% | -8.0% |
| All | -11.5% | +31.1% | -42.6% | -8.0% |
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