+2.8%
MOS vs KIM
+65.6%
-62.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | +19.7% | +2.8% | +16.8% | +18.3% |
| 30D | +21.5% | +16.3% | +5.2% | +12.9% |
| 3M | -0.4% | +6.6% | -7.1% | -3.5% |
| 6M | +4.5% | +12.3% | -7.8% | -1.7% |
| YTD | -2.9% | +31.6% | -34.5% | -15.9% |
| 1Y | -7.7% | +31.5% | -39.2% | -20.1% |
| 3Y | -25.6% | +68.0% | -93.6% | -44.3% |
| 5Y | -31.2% | +38.7% | -69.9% | -44.0% |
| 10Y | +2.8% | +65.7% | -62.9% | -39.9% |
| All | +2.8% | +65.6% | -62.8% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling