+938.2%
MU vs KIM
+34.6%
+903.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +12.8% | +0.1% | +12.7% | +12.8% |
| 30D | -14.9% | +14.1% | -29.0% | -19.7% |
| 3M | -18.0% | +6.0% | -24.0% | -20.3% |
| 6M | -3.1% | +13.2% | -16.4% | -9.8% |
| YTD | +172.9% | +30.4% | +142.5% | +134.7% |
| 1Y | +228.8% | +31.0% | +197.8% | +181.7% |
| 3Y | +950.8% | +67.6% | +883.2% | +649.1% |
| All | +938.2% | +34.6% | +903.7% | +751.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling