+1,272.2%
MUU vs KIM
+21.1%
+1,251.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.3% |
| 7D | +24.7% | +0.1% | +24.6% | +24.7% |
| 30D | -35.1% | +14.1% | -49.3% | -38.5% |
| 3M | -44.3% | +6.0% | -50.3% | -45.1% |
| 6M | -44.4% | +13.2% | -57.7% | -50.4% |
| YTD | +244.9% | +30.4% | +214.5% | +157.6% |
| 1Y | +365.6% | +31.0% | +334.6% | +243.8% |
| All | +1,272.2% | +21.1% | +1,251.1% | +878.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling