+5,285.6%
MS vs KIM
+1,833.1%
+3,452.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.4% |
| 7D | -3.4% | +5.0% | -8.3% | -6.0% |
| 30D | -3.9% | +15.8% | -19.7% | -11.7% |
| 3M | -15.9% | +4.3% | -20.2% | -18.1% |
| 6M | -2.5% | +11.4% | -13.9% | -9.1% |
| YTD | +5.1% | +30.8% | -25.7% | -11.0% |
| 1Y | +13.0% | +31.4% | -18.5% | -4.8% |
| 3Y | +160.7% | +57.7% | +103.0% | +96.1% |
| 5Y | +114.0% | +31.7% | +82.3% | +75.0% |
| 10Y | +637.5% | +67.4% | +570.1% | +344.4% |
| All | +5,285.6% | +1,833.1% | +3,452.5% | +1,170.4% |
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