+475.1%
MULL vs KIM
+33.1%
+442.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.6% | -17.3% | -7.0% |
| 7D | -35.9% | +10.6% | -46.5% | -21.5% |
| 30D | -47.3% | +17.5% | -64.8% | -28.0% |
| 3M | -30.6% | +4.7% | -35.3% | -20.4% |
| 6M | +13.7% | +13.1% | +0.6% | +47.7% |
| YTD | +272.1% | +32.1% | +240.1% | +555.4% |
| 1Y | +475.1% | +32.7% | +442.4% | +913.6% |
| All | +475.1% | +33.1% | +442.0% | +913.6% |
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 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