+32.8%
MXL vs KIM
+35.1%
-2.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.3% |
| 7D | +16.6% | -1.5% | +18.1% | +17.8% |
| 30D | +0.5% | -1.7% | +2.1% | +1.5% |
| 3M | -3.6% | -7.1% | +3.5% | -0.6% |
| 6M | +328.0% | +2.9% | +325.2% | +304.3% |
| YTD | +297.8% | +18.8% | +279.0% | +234.1% |
| 1Y | +339.4% | +9.4% | +330.0% | +293.5% |
| 3Y | +201.7% | +44.6% | +157.2% | +113.0% |
| 5Y | +32.8% | +37.9% | -5.2% | +5.7% |
| All | +32.8% | +35.1% | -2.3% | +5.7% |
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