+13,241.9%
MTZ vs KIM
+3,058.9%
+10,183.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.6% |
| 3M | -36.7% | +0.5% | -37.2% | -37.2% |
| 6M | -21.9% | +3.6% | -25.6% | -23.4% |
| YTD | +9.1% | +20.4% | -11.3% | +0.5% |
| 1Y | +30.0% | +9.7% | +20.3% | +24.1% |
| 3Y | +138.5% | +46.0% | +92.5% | +102.3% |
| 5Y | +158.3% | +34.4% | +123.9% | +124.3% |
| 10Y | +700.8% | +29.3% | +671.5% | +549.6% |
| All | +13,241.9% | +3,058.9% | +10,183.0% | +3,329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling