+1,397.6%
MUU vs KIM
+21.5%
+1,376.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | -0.2% | +24.4% | +24.2% |
| 7D | -2.5% | -1.0% | -1.5% | -2.1% |
| 30D | -39.7% | +14.8% | -54.5% | -43.0% |
| 3M | -27.4% | +8.1% | -35.6% | -29.2% |
| 6M | -38.4% | +11.7% | -50.1% | -44.3% |
| YTD | +276.4% | +30.7% | +245.7% | +181.0% |
| 1Y | +390.7% | +29.7% | +361.0% | +268.6% |
| All | +1,397.6% | +21.5% | +1,376.2% | +966.6% |
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