-32.0%
MSTZ vs KIM
+12.0%
-44.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -1.0% | +18.7% | +18.3% |
| 7D | +13.4% | +5.0% | +8.4% | +8.3% |
| 30D | +37.5% | +15.8% | +21.8% | +21.0% |
| 3M | -69.9% | +4.3% | -74.2% | -71.0% |
| 6M | -32.0% | +11.4% | -43.3% | -32.6% |
| All | -32.0% | +12.0% | -44.0% | -32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling