-99.2%
MSTZ vs KIM
+19.0%
-118.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.3% |
| 7D | +21.1% | +2.8% | +18.4% | +24.7% |
| 30D | +40.1% | +15.9% | +24.2% | +60.6% |
| 3M | -66.1% | +7.8% | -73.9% | -64.1% |
| 6M | -20.7% | +11.9% | -32.6% | -12.3% |
| YTD | -78.6% | +31.0% | -109.6% | -70.0% |
| 1Y | -55.5% | +32.3% | -87.8% | -37.3% |
| All | -99.2% | +19.0% | -118.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling