+66.0%
MOS vs KIM
+3,058.9%
-2,992.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +9.5% | +0.4% | +9.1% | +9.4% |
| 30D | +10.4% | -4.0% | +14.4% | +12.2% |
| 3M | +12.9% | +0.5% | +12.3% | +12.2% |
| 6M | +1.2% | +3.6% | -2.4% | -0.7% |
| YTD | +9.3% | +20.4% | -11.1% | +0.5% |
| 1Y | -18.0% | +9.7% | -27.7% | -21.6% |
| 3Y | -29.0% | +46.0% | -75.0% | -40.7% |
| 5Y | -9.6% | +34.4% | -44.0% | -22.5% |
| 10Y | +6.1% | +29.3% | -23.2% | -14.9% |
| All | +66.0% | +3,058.9% | -2,992.9% | -48.5% |
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