+578.8%
MS vs KIM
+65.6%
+513.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.7% |
| 7D | +0.7% | +2.8% | -2.1% | -0.4% |
| 30D | -0.9% | +16.3% | -17.3% | -7.4% |
| 3M | -13.0% | +6.6% | -19.6% | -15.6% |
| 6M | -2.0% | +12.3% | -14.3% | -7.5% |
| YTD | +7.8% | +31.6% | -23.8% | -5.7% |
| 1Y | +17.9% | +31.5% | -13.7% | +3.1% |
| 3Y | +174.8% | +68.0% | +106.8% | +114.7% |
| 5Y | +119.9% | +38.7% | +81.2% | +85.0% |
| 10Y | +578.8% | +65.7% | +513.1% | +315.6% |
| All | +578.8% | +65.6% | +513.3% | +315.6% |
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