-93.7%
MSTU vs KIM
+9.4%
-103.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.4% |
| 7D | +12.9% | -1.0% | +13.9% | +13.0% |
| 30D | +68.3% | -1.1% | +69.4% | +68.5% |
| 3M | +0.4% | -5.3% | +5.7% | +1.8% |
| 6M | -41.5% | +3.9% | -45.4% | -44.3% |
| YTD | -61.7% | +20.3% | -82.0% | -66.2% |
| 1Y | -93.7% | +10.4% | -104.1% | -93.3% |
| All | -93.7% | +9.4% | -103.1% | -93.3% |
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