+663.4%
MSI vs KIM
+63.6%
+599.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +17.6% | +14.1% | +3.5% | +13.2% |
| 3M | +14.5% | +6.0% | +8.5% | +12.6% |
| 6M | +34.3% | +13.2% | +21.0% | +29.3% |
| YTD | +39.7% | +30.4% | +9.3% | +29.2% |
| 1Y | +40.2% | +31.0% | +9.1% | +29.4% |
| 3Y | +77.1% | +67.6% | +9.5% | +50.7% |
| 5Y | +124.0% | +35.8% | +88.3% | +100.6% |
| All | +663.4% | +63.6% | +599.8% | +495.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling