+303.5%
MXL vs KIM
+9.1%
+294.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.9% | +4.6% |
| 7D | +1.6% | -0.8% | +2.4% | +1.2% |
| 30D | -7.0% | -5.1% | -1.9% | -10.6% |
| 3M | -33.4% | -0.6% | -32.8% | -35.4% |
| 6M | +260.2% | +2.4% | +257.8% | +245.0% |
| YTD | +260.0% | +19.0% | +240.9% | +227.6% |
| 1Y | +303.5% | +8.4% | +295.1% | +271.5% |
| All | +303.5% | +9.1% | +294.3% | +271.5% |
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