+215.7%
MXL vs KIM
+45.1%
+170.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +7.8% |
| 7D | +19.0% | -1.0% | +19.9% | +19.4% |
| 30D | +4.5% | -1.1% | +5.6% | +4.9% |
| 3M | -1.5% | -5.3% | +3.8% | -0.7% |
| 6M | +348.6% | +3.9% | +344.7% | +325.2% |
| YTD | +310.3% | +20.3% | +290.0% | +252.4% |
| 1Y | +344.7% | +10.4% | +334.3% | +304.2% |
| All | +215.7% | +45.1% | +170.6% | +182.3% |
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