+2,523.1%
MULL vs KIM
+3.0%
+2,520.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.2% | +12.0% | +11.9% |
| 7D | +17.3% | +0.4% | +16.9% | +16.9% |
| 30D | +23.5% | -4.0% | +27.5% | +26.4% |
| 3M | -24.0% | +0.5% | -24.5% | -28.0% |
| 6M | +276.7% | +3.6% | +273.1% | +246.4% |
| YTD | +565.1% | +20.4% | +544.6% | +400.5% |
| 1Y | +2,802.6% | +9.7% | +2,792.9% | +2,396.5% |
| All | +2,523.1% | +3.0% | +2,520.1% | +1,771.3% |
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