-85.6%
MSTU vs KIM
+9.3%
-94.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.0% |
| 7D | +21.3% | +0.4% | +20.9% | +20.2% |
| 30D | +90.8% | -4.0% | +94.8% | +98.2% |
| 3M | -6.8% | +0.5% | -7.3% | -11.2% |
| 6M | -39.8% | +3.6% | -43.4% | -44.6% |
| YTD | -55.7% | +20.4% | -76.1% | -67.1% |
| 1Y | -92.7% | +9.7% | -102.4% | -93.7% |
| All | -85.6% | +9.3% | -94.9% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling