-99.2%
MSTZ vs KIM
+18.0%
-117.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.6% | +13.4% | +12.2% |
| 7D | +25.6% | -0.7% | +26.2% | +24.9% |
| 30D | +50.6% | +13.4% | +37.2% | +69.1% |
| 3M | -64.5% | +6.5% | -71.0% | -62.8% |
| 6M | -14.0% | +10.6% | -24.6% | -5.9% |
| YTD | -76.4% | +29.9% | -106.3% | -67.1% |
| 1Y | -56.2% | +29.6% | -85.8% | -39.9% |
| All | -99.2% | +18.0% | -117.1% | -98.7% |
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