+589.0%
A vs KIM
+758.8%
-169.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.8% |
| 7D | +4.8% | +2.8% | +1.9% | +3.8% |
| 30D | +5.6% | +16.3% | -10.7% | +0.6% |
| 3M | +23.6% | +6.6% | +17.0% | +20.9% |
| 6M | +56.4% | +12.3% | +44.0% | +50.1% |
| YTD | +33.4% | +31.6% | +1.9% | +21.5% |
| 1Y | +23.7% | +31.5% | -7.8% | +12.7% |
| 3Y | +71.0% | +68.0% | +3.0% | +43.9% |
| 5Y | +16.8% | +38.7% | -21.9% | +3.5% |
| 10Y | +323.8% | +65.7% | +258.1% | +219.4% |
| All | +589.0% | +758.8% | -169.9% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling