-30.2%
MSTZ vs KIM
+10.4%
-40.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -29.7% | +0.4% | -30.1% | -29.7% |
| 30D | -65.3% | -4.0% | -61.3% | -65.8% |
| 3M | -57.3% | +0.5% | -57.9% | -56.7% |
| 6M | -61.6% | +3.6% | -65.2% | -59.7% |
| YTD | -78.3% | +20.4% | -98.7% | -74.9% |
| 1Y | -30.2% | +9.7% | -39.9% | -33.3% |
| All | -30.2% | +10.4% | -40.7% | -33.3% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling