+75.3%
MUB vs KIM
+58.3%
+17.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.6% | +2.8% | -2.1% | +0.6% |
| 30D | +3.4% | +15.9% | -12.5% | +3.3% |
| 3M | -0.7% | +7.8% | -8.5% | -0.8% |
| 6M | -1.0% | +11.9% | -12.8% | -1.1% |
| YTD | 0.0% | +31.0% | -31.1% | -0.3% |
| 1Y | +0.4% | +32.3% | -32.0% | +0.1% |
| 3Y | +10.5% | +65.5% | -55.0% | +9.9% |
| 5Y | +3.1% | +37.2% | -34.1% | +2.6% |
| 10Y | +22.0% | +63.9% | -41.9% | +20.5% |
| All | +75.3% | +58.3% | +17.0% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling