-61.2%
MSTZ vs KIM
+31.1%
-92.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -1.2% | +4.1% | -5.3% | -2.3% |
| 30D | +22.2% | +16.8% | +5.4% | +18.6% |
| 3M | -70.4% | +5.7% | -76.1% | -71.0% |
| 6M | -31.0% | +9.7% | -40.7% | -31.2% |
| YTD | -81.0% | +30.2% | -111.3% | -81.4% |
| 1Y | -61.2% | +32.1% | -93.3% | -60.9% |
| All | -61.2% | +31.1% | -92.3% | -60.9% |
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