+553.7%
MS vs KIM
+64.9%
+488.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +0.8% | +2.8% | -2.0% | -0.3% |
| 30D | -0.7% | +15.9% | -16.6% | -7.0% |
| 3M | -12.4% | +7.8% | -20.1% | -15.3% |
| 6M | -1.7% | +11.9% | -13.6% | -7.1% |
| YTD | +8.0% | +31.0% | -23.0% | -5.3% |
| 1Y | +16.2% | +32.3% | -16.1% | +1.4% |
| 3Y | +171.3% | +65.5% | +105.8% | +113.4% |
| 5Y | +124.8% | +37.2% | +87.6% | +90.0% |
| 10Y | +553.7% | +63.9% | +489.7% | +297.3% |
| All | +553.7% | +64.9% | +488.7% | +297.3% |
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