-2.5%
MS vs KIM
+12.0%
-14.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -6.0% |
| 7D | -3.4% | +5.0% | -8.3% | -2.8% |
| 30D | -3.9% | +15.8% | -19.7% | -1.7% |
| 3M | -15.9% | +4.3% | -20.2% | -15.8% |
| 6M | -2.5% | +11.4% | -13.9% | -3.8% |
| All | -2.5% | +12.0% | -14.5% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling