+2,444.0%
MULL vs KIM
+3.7%
+2,440.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.4% |
| 7D | +14.0% | -0.3% | +14.3% | +14.2% |
| 30D | +24.8% | -1.7% | +26.5% | +26.0% |
| 3M | -16.1% | -0.8% | -15.3% | -18.8% |
| 6M | +330.9% | +4.4% | +326.5% | +294.4% |
| YTD | +545.0% | +21.2% | +523.8% | +383.5% |
| 1Y | +2,427.1% | +10.5% | +2,416.6% | +2,059.6% |
| All | +2,444.0% | +3.7% | +2,440.2% | +1,707.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling