-99.3%
MSTZ vs KIM
+19.4%
-118.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +5.9% |
| 7D | +4.3% | +2.8% | +1.4% | +7.4% |
| 30D | +30.2% | +16.3% | +13.8% | +49.7% |
| 3M | -66.9% | +6.6% | -73.5% | -65.4% |
| 6M | -26.3% | +12.3% | -38.7% | -18.2% |
| YTD | -80.1% | +31.6% | -111.7% | -72.0% |
| 1Y | -57.5% | +31.5% | -89.0% | -40.9% |
| All | -99.3% | +19.4% | -118.7% | -98.9% |
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 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