+35.4%
MSI vs KIM
+31.2%
+4.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +7.4% | +2.8% | +4.6% | +6.6% |
| 30D | +18.7% | +15.9% | +2.8% | +14.1% |
| 3M | +14.5% | +7.8% | +6.7% | +12.0% |
| 6M | +38.1% | +11.9% | +26.2% | +32.5% |
| YTD | +38.7% | +31.0% | +7.7% | +25.7% |
| 1Y | +35.4% | +32.3% | +3.1% | +22.2% |
| All | +35.4% | +31.2% | +4.2% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling