+2,981.5%
MUU vs KIM
+9.1%
+2,972.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -1.3% | +12.9% | +10.0% |
| 7D | +17.4% | -0.8% | +18.1% | +16.6% |
| 30D | +24.0% | -5.1% | +29.1% | +16.6% |
| 3M | -23.9% | -0.6% | -23.3% | -24.6% |
| 6M | +284.4% | +2.4% | +282.0% | +287.0% |
| YTD | +583.7% | +19.0% | +564.7% | +683.8% |
| 1Y | +2,981.5% | +8.4% | +2,973.1% | +4,246.9% |
| All | +2,981.5% | +9.1% | +2,972.3% | +4,246.9% |
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