+364.9%
MXL vs KIM
+9.2%
+355.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +8.0% | +7.2% |
| 7D | +18.9% | -1.7% | +20.6% | +17.4% |
| 30D | +0.3% | -3.0% | +3.3% | -1.7% |
| 3M | -8.0% | -8.9% | +0.8% | -12.8% |
| 6M | +341.2% | +2.4% | +338.9% | +319.9% |
| YTD | +327.8% | +18.3% | +309.5% | +286.9% |
| 1Y | +364.9% | +8.2% | +356.7% | +329.2% |
| All | +364.9% | +9.2% | +355.7% | +329.2% |
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