-92.0%
MSTU vs KIM
+18.0%
-110.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.6% | -12.3% | -12.3% |
| 7D | -23.0% | -0.7% | -22.3% | -22.5% |
| 30D | -47.7% | +13.4% | -61.1% | -53.8% |
| 3M | +12.5% | +6.5% | +6.0% | +5.4% |
| 6M | -76.1% | +10.6% | -86.7% | -79.3% |
| YTD | -75.5% | +29.9% | -105.4% | -83.1% |
| 1Y | -90.1% | +29.6% | -119.6% | -93.2% |
| All | -92.0% | +18.0% | -110.0% | -93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling