+30.5%
ALL vs KIM
+31.2%
-0.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | -0.1% | +2.8% | -2.9% | -1.3% |
| 30D | +13.8% | +15.9% | -2.1% | +7.2% |
| 3M | -2.8% | +7.8% | -10.5% | -6.1% |
| 6M | +23.7% | +11.9% | +11.8% | +17.7% |
| YTD | +27.3% | +31.0% | -3.8% | +13.2% |
| 1Y | +30.5% | +32.3% | -1.8% | +15.6% |
| All | +30.5% | +31.2% | -0.7% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling