+2,581.4%
MULL vs KIM
+2.9%
+2,578.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.8% |
| 7D | +14.8% | -1.0% | +15.7% | +15.3% |
| 30D | +36.6% | -1.1% | +37.6% | +37.3% |
| 3M | -8.9% | -5.3% | -3.6% | -8.1% |
| 6M | +311.9% | +3.9% | +308.0% | +277.5% |
| YTD | +579.8% | +20.3% | +559.6% | +411.8% |
| 1Y | +2,421.5% | +10.4% | +2,411.1% | +2,040.0% |
| All | +2,581.4% | +2.9% | +2,578.5% | +1,813.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling