-88.0%
MSTU vs KIM
+7.4%
-95.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +4.0% |
| 7D | -16.6% | -1.7% | -14.9% | -15.1% |
| 30D | +69.7% | -3.0% | +72.7% | +73.9% |
| 3M | -7.5% | -8.9% | +1.4% | +0.8% |
| 6M | -43.1% | +2.4% | -45.5% | -47.1% |
| YTD | -63.0% | +18.3% | -81.4% | -72.1% |
| 1Y | -93.8% | +8.2% | -102.0% | -94.6% |
| All | -88.0% | +7.4% | -95.4% | -89.9% |
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