-65.1%
MSTZ vs KIM
+33.1%
-98.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.6% | -13.1% | -10.1% |
| 7D | +0.7% | +10.6% | -9.9% | -1.4% |
| 30D | +16.6% | +17.5% | -0.9% | +13.8% |
| 3M | -74.7% | +4.7% | -79.4% | -75.2% |
| 6M | -43.9% | +13.1% | -57.0% | -43.2% |
| YTD | -84.0% | +32.1% | -116.1% | -83.7% |
| 1Y | -65.1% | +32.7% | -97.8% | -64.1% |
| All | -65.1% | +33.1% | -98.2% | -64.1% |
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 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