-87.2%
MSTU vs KIM
+33.1%
-120.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.6% | +6.8% | +11.0% |
| 7D | -4.8% | +10.6% | -15.4% | -2.4% |
| 30D | -29.6% | +17.5% | -47.0% | -27.1% |
| 3M | +69.4% | +4.7% | +64.7% | +74.1% |
| 6M | -62.2% | +13.1% | -75.4% | -62.5% |
| YTD | -61.1% | +32.1% | -93.1% | -61.1% |
| 1Y | -87.2% | +32.7% | -119.8% | -87.3% |
| All | -87.2% | +33.1% | -120.3% | -87.3% |
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