+107.5%
ALL vs KIM
+57.8%
+49.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.0% | -4.3% |
| 7D | -1.9% | +4.1% | -6.0% | -3.2% |
| 30D | +13.8% | +16.8% | -3.0% | +8.3% |
| 3M | -7.0% | +5.7% | -12.7% | -8.8% |
| 6M | +18.0% | +9.7% | +8.3% | +14.4% |
| YTD | +24.2% | +30.2% | -6.0% | +14.1% |
| 1Y | +31.2% | +32.1% | -0.9% | +19.9% |
| 3Y | +107.5% | +58.6% | +48.9% | +86.2% |
| All | +107.5% | +57.8% | +49.7% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling