+160.4%
MS vs KIM
+57.8%
+102.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.6% | +4.1% | -5.6% | -3.3% |
| 30D | -3.8% | +16.8% | -20.6% | -10.5% |
| 3M | -14.6% | +5.7% | -20.3% | -16.8% |
| 6M | -5.1% | +9.7% | -14.8% | -9.9% |
| YTD | +4.5% | +30.2% | -25.7% | -10.5% |
| 1Y | +13.5% | +32.1% | -18.6% | -3.7% |
| 3Y | +160.4% | +58.6% | +101.8% | +100.1% |
| All | +160.4% | +57.8% | +102.6% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling