-86.8%
MSTU vs KIM
+10.1%
-96.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.7% | -9.3% | -9.3% |
| 7D | +16.1% | -0.3% | +16.5% | +16.3% |
| 30D | +68.7% | -1.7% | +70.4% | +70.7% |
| 3M | -11.0% | -0.8% | -10.2% | -13.1% |
| 6M | -33.4% | +4.4% | -37.8% | -39.2% |
| YTD | -59.5% | +21.2% | -80.8% | -70.2% |
| 1Y | -93.4% | +10.5% | -103.9% | -94.4% |
| All | -86.8% | +10.1% | -96.9% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling