+537.0%
MS vs KIM
+63.0%
+474.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.5% |
| 7D | +3.7% | -0.7% | +4.4% | +4.0% |
| 30D | +2.0% | +13.4% | -11.4% | -3.6% |
| 3M | -12.6% | +6.5% | -19.1% | -15.1% |
| 6M | -0.3% | +10.6% | -10.9% | -5.3% |
| YTD | +9.0% | +29.9% | -20.9% | -4.1% |
| 1Y | +13.9% | +29.6% | -15.7% | +0.3% |
| 3Y | +173.6% | +64.1% | +109.6% | +116.1% |
| 5Y | +122.0% | +35.3% | +86.7% | +88.8% |
| All | +537.0% | +63.0% | +474.0% | +281.7% |
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 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