-99.1%
MSTZ vs KIM
+18.4%
-117.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +5.3% |
| 7D | +30.8% | +0.1% | +30.7% | +30.9% |
| 30D | +41.2% | +14.1% | +27.1% | +59.5% |
| 3M | -60.9% | +6.0% | -66.9% | -59.3% |
| 6M | -15.7% | +13.2% | -28.9% | -5.0% |
| YTD | -75.2% | +30.4% | -105.6% | -65.4% |
| 1Y | -59.8% | +31.0% | -90.8% | -44.0% |
| All | -99.1% | +18.4% | -117.5% | -98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling