+5,975.2%
MU vs KIM
+27.5%
+5,947.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.2% |
| 7D | +9.0% | +0.4% | +8.6% | +8.8% |
| 30D | +13.8% | -4.0% | +17.8% | +15.4% |
| 3M | +2.1% | +0.5% | +1.5% | +1.1% |
| 6M | +153.8% | +3.6% | +150.2% | +148.6% |
| YTD | +256.4% | +20.4% | +236.0% | +229.1% |
| 1Y | +719.8% | +9.7% | +710.1% | +681.8% |
| 3Y | +1,360.4% | +46.0% | +1,314.4% | +1,135.3% |
| 5Y | +1,312.4% | +34.4% | +1,278.0% | +1,134.6% |
| All | +5,975.2% | +27.5% | +5,947.7% | +4,475.0% |
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 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