+235.5%
MXL vs KIM
+223.9%
+11.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | -7.0% | -4.0% | -3.0% | -5.2% |
| 3M | -33.4% | +0.5% | -33.9% | -34.7% |
| 6M | +260.2% | +3.6% | +256.5% | +246.9% |
| YTD | +260.0% | +20.4% | +239.5% | +220.8% |
| 1Y | +303.5% | +9.7% | +293.8% | +276.5% |
| 3Y | +160.4% | +46.0% | +114.5% | +110.3% |
| 5Y | +14.7% | +34.4% | -19.7% | -2.1% |
| 10Y | +215.6% | +29.3% | +186.3% | +151.3% |
| All | +235.5% | +223.9% | +11.6% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling