+189.8%
MU vs KIM
+31.8%
+158.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.2% | +7.1% |
| 7D | -12.0% | +2.8% | -14.9% | -9.7% |
| 30D | -28.7% | +16.3% | -45.1% | -18.5% |
| 3M | -16.4% | +6.6% | -23.1% | -10.1% |
| 6M | -1.8% | +12.3% | -14.1% | +9.0% |
| YTD | +157.1% | +31.6% | +125.5% | +228.2% |
| All | +189.8% | +31.8% | +158.0% | +268.0% |
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