+4,252.7%
MSI vs KIM
+3,315.9%
+936.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +4.7% | +4.1% | +0.6% | +3.3% |
| 30D | +14.8% | +16.8% | -2.0% | +8.9% |
| 3M | +8.8% | +5.7% | +3.1% | +6.7% |
| 6M | +19.3% | +9.7% | +9.6% | +15.4% |
| YTD | +35.3% | +30.2% | +5.1% | +23.5% |
| 1Y | +33.8% | +32.1% | +1.7% | +21.4% |
| 3Y | +74.4% | +58.6% | +15.8% | +46.8% |
| 5Y | +120.5% | +31.2% | +89.4% | +95.3% |
| 10Y | +685.2% | +66.7% | +618.5% | +477.9% |
| All | +4,252.7% | +3,315.9% | +936.8% | +1,072.8% |
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