+12.5%
A vs KIM
+31.1%
-18.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | -0.1% | +4.1% | -4.1% | -1.9% |
| 30D | +3.4% | +16.8% | -13.4% | -4.1% |
| 3M | +23.8% | +5.7% | +18.1% | +20.3% |
| 6M | +49.0% | +9.7% | +39.3% | +41.5% |
| YTD | +29.4% | +30.2% | -0.8% | +12.1% |
| 1Y | +19.4% | +32.1% | -12.7% | +2.6% |
| 3Y | +66.2% | +58.6% | +7.6% | +29.0% |
| All | +12.5% | +31.1% | -18.6% | -5.9% |
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 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