-12.0%
A vs KIM
+34.4%
-46.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.9% | +0.4% | -2.4% | -2.1% |
| 30D | +6.9% | -4.0% | +10.9% | +8.8% |
| 3M | +9.2% | +0.5% | +8.7% | +8.5% |
| 6M | +25.7% | +3.6% | +22.1% | +22.9% |
| YTD | +11.5% | +20.4% | -8.9% | +1.0% |
| 1Y | +18.4% | +9.7% | +8.7% | +12.1% |
| 3Y | +26.6% | +46.0% | -19.4% | +3.8% |
| All | -12.0% | +34.4% | -46.5% | -23.8% |
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