+674.5%
MU vs KIM
+9.7%
+664.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.2% | +6.3% | +6.0% |
| 7D | +9.0% | +0.4% | +8.6% | +9.3% |
| 30D | +13.8% | -4.0% | +17.8% | +11.0% |
| 3M | +2.1% | +0.5% | +1.5% | +1.8% |
| 6M | +153.8% | +3.6% | +150.2% | +155.5% |
| YTD | +256.4% | +20.4% | +236.0% | +286.1% |
| All | +674.5% | +9.7% | +664.8% | +804.8% |
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