+75.9%
MUB vs KIM
+57.3%
+18.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.7% | +4.1% | -3.4% | +0.7% |
| 30D | +4.4% | +16.8% | -12.4% | +4.2% |
| 3M | -0.2% | +5.7% | -5.9% | -0.2% |
| 6M | -0.6% | +9.7% | -10.3% | -0.7% |
| YTD | +0.3% | +30.2% | -29.9% | +0.1% |
| 1Y | +0.8% | +32.1% | -31.3% | +0.5% |
| 3Y | +12.0% | +58.6% | -46.6% | +11.5% |
| 5Y | +3.4% | +31.2% | -27.7% | +3.0% |
| 10Y | +20.7% | +66.7% | -46.0% | +19.2% |
| All | +75.9% | +57.3% | +18.6% | +72.6% |
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 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