-19.1%
MXL vs KIM
+34.6%
-53.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.6% |
| 7D | +13.4% | +0.1% | +13.3% | +13.4% |
| 30D | -29.2% | +14.1% | -43.3% | -35.6% |
| 3M | -27.2% | +6.0% | -33.2% | -30.6% |
| 6M | -36.4% | +13.2% | -49.7% | -43.9% |
| YTD | +220.0% | +30.4% | +189.6% | +149.3% |
| 1Y | +304.8% | +31.0% | +273.8% | +213.4% |
| 3Y | +238.5% | +67.6% | +170.8% | +110.9% |
| All | -19.1% | +34.6% | -53.6% | -35.7% |
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