+71.2%
MSI vs KIM
+46.2%
+25.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +6.8% | -4.0% | +10.8% | +7.9% |
| 3M | +14.3% | +0.5% | +13.8% | +13.9% |
| 6M | -1.6% | +3.6% | -5.2% | -2.7% |
| YTD | +22.8% | +20.4% | +2.4% | +16.8% |
| 1Y | -1.1% | +9.7% | -10.8% | -3.9% |
| All | +71.2% | +46.2% | +25.0% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling