-32.2%
MOS vs KIM
+31.2%
-63.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.8% |
| 7D | +22.5% | +5.0% | +17.5% | +19.9% |
| 30D | +6.6% | +15.8% | -9.1% | -0.4% |
| 3M | -3.8% | +4.3% | -8.1% | -5.7% |
| 6M | -2.2% | +11.4% | -13.6% | -7.5% |
| YTD | -4.8% | +30.8% | -35.6% | -17.4% |
| 1Y | -11.7% | +31.4% | -43.1% | -23.6% |
| 3Y | -26.5% | +57.7% | -84.2% | -44.3% |
| 5Y | -32.2% | +31.7% | -63.9% | -44.7% |
| All | -32.2% | +31.2% | -63.4% | -44.7% |
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