+2,683.6%
MUU vs KIM
+11.8%
+2,671.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.9% |
| 7D | +15.0% | -1.0% | +16.0% | +15.6% |
| 30D | +36.8% | -1.1% | +37.9% | +37.5% |
| 3M | -8.5% | -5.3% | -3.2% | -7.7% |
| 6M | +320.7% | +3.9% | +316.8% | +287.6% |
| YTD | +599.7% | +20.3% | +579.4% | +436.3% |
| 1Y | +2,569.2% | +10.4% | +2,558.7% | +2,187.9% |
| All | +2,683.6% | +11.8% | +2,671.8% | +1,935.7% |
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