-90.8%
MSTU vs KIM
+18.7%
-109.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | -27.7% | -1.0% | -26.7% | -26.9% |
| 30D | -40.3% | +14.8% | -55.1% | -48.0% |
| 3M | +26.4% | +8.1% | +18.2% | +16.5% |
| 6M | -75.7% | +11.7% | -87.4% | -79.3% |
| YTD | -71.9% | +30.7% | -102.6% | -80.7% |
| 1Y | -89.3% | +29.7% | -119.0% | -92.6% |
| All | -90.8% | +18.7% | -109.5% | -93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling