+2,620.0%
MUU vs KIM
+11.9%
+2,608.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.2% | +11.8% | +11.7% |
| 7D | +17.4% | +0.4% | +17.0% | +17.0% |
| 30D | +24.0% | -4.0% | +27.9% | +26.7% |
| 3M | -23.9% | +0.5% | -24.4% | -27.7% |
| 6M | +284.4% | +3.6% | +280.8% | +255.3% |
| YTD | +583.7% | +20.4% | +563.3% | +423.9% |
| 1Y | +2,981.5% | +9.7% | +2,971.8% | +2,574.5% |
| All | +2,620.0% | +11.9% | +2,608.1% | +1,888.7% |
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 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