+6,288.2%
MS vs KIM
+1,680.0%
+4,608.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.1% |
| 30D | -0.3% | -4.0% | +3.7% | +2.0% |
| 3M | +0.3% | +0.5% | -0.2% | -0.7% |
| 6M | +31.3% | +3.6% | +27.7% | +27.6% |
| YTD | +24.7% | +20.4% | +4.2% | +10.8% |
| 1Y | +47.9% | +9.7% | +38.2% | +38.3% |
| 3Y | +178.3% | +46.0% | +132.4% | +118.7% |
| 5Y | +144.9% | +34.4% | +110.4% | +97.6% |
| 10Y | +804.5% | +29.3% | +775.2% | +535.7% |
| All | +6,288.2% | +1,680.0% | +4,608.2% | +1,482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling