+3,849.5%
MSI vs KIM
+3,058.9%
+790.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.2% |
| 3M | +14.3% | +0.5% | +13.8% | +13.9% |
| 6M | -1.6% | +3.6% | -5.2% | -3.0% |
| YTD | +22.8% | +20.4% | +2.4% | +15.1% |
| 1Y | -1.1% | +9.7% | -10.8% | -4.5% |
| 3Y | +70.5% | +46.0% | +24.5% | +47.2% |
| 5Y | +102.8% | +34.4% | +68.4% | +78.0% |
| 10Y | +597.4% | +29.3% | +568.1% | +460.0% |
| All | +3,849.5% | +3,058.9% | +790.5% | +993.1% |
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 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