+847.8%
MU vs KIM
+31.1%
+816.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | -22.0% | +4.1% | -26.1% | -23.3% |
| 30D | -36.6% | +16.8% | -53.4% | -40.8% |
| 3M | -21.7% | +5.7% | -27.4% | -23.8% |
| 6M | +3.5% | +9.7% | -6.1% | -2.1% |
| YTD | +141.9% | +30.2% | +111.7% | +108.3% |
| 1Y | +189.8% | +32.1% | +157.7% | +147.1% |
| 3Y | +855.4% | +58.6% | +796.8% | +607.1% |
| All | +847.8% | +31.1% | +816.8% | +678.3% |
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