+17.7%
MS vs KIM
+30.6%
-12.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +5.7% | +14.1% | -8.4% | +7.1% |
| 3M | -12.2% | +6.0% | -18.2% | -11.7% |
| 6M | -0.5% | +13.2% | -13.7% | -0.4% |
| YTD | +9.8% | +30.4% | -20.6% | +10.0% |
| 1Y | +17.7% | +31.0% | -13.3% | +17.8% |
| All | +17.7% | +30.6% | -12.9% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling