+2,802.6%
MULL vs KIM
+9.1%
+2,793.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.3% | +13.1% | +10.2% |
| 7D | +17.3% | -0.8% | +18.1% | +16.6% |
| 30D | +23.5% | -5.1% | +28.6% | +16.2% |
| 3M | -24.0% | -0.6% | -23.4% | -24.7% |
| 6M | +276.7% | +2.4% | +274.3% | +278.9% |
| YTD | +565.1% | +19.0% | +546.0% | +663.4% |
| 1Y | +2,802.6% | +8.4% | +2,794.2% | +3,971.4% |
| All | +2,802.6% | +9.1% | +2,793.5% | +3,971.4% |
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