-99.3%
MSTZ vs KIM
+18.7%
-118.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.4% |
| 7D | +31.0% | -1.0% | +32.0% | +29.9% |
| 30D | +34.0% | +14.8% | +19.2% | +52.1% |
| 3M | -67.7% | +8.1% | -75.8% | -65.7% |
| 6M | -14.9% | +11.7% | -26.6% | -6.0% |
| YTD | -79.1% | +30.7% | -109.8% | -70.7% |
| 1Y | -58.9% | +29.7% | -88.7% | -43.8% |
| All | -99.3% | +18.7% | -118.0% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling