-2.6%
MOS vs KIM
+64.0%
-66.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +5.5% | -1.0% | +6.5% | +6.0% |
| 30D | +21.0% | +14.8% | +6.2% | +13.2% |
| 3M | -0.5% | +8.1% | -8.6% | -4.2% |
| 6M | +6.6% | +11.7% | -5.1% | +0.5% |
| YTD | -2.8% | +30.7% | -33.5% | -15.6% |
| 1Y | -8.1% | +29.7% | -37.8% | -19.8% |
| 3Y | -25.6% | +65.1% | -90.7% | -43.8% |
| 5Y | -29.8% | +34.7% | -64.4% | -42.0% |
| All | -2.6% | +64.0% | -66.6% | -45.1% |
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