+119.1%
ALL vs KIM
+65.6%
+53.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +13.3% | +14.1% | -0.8% | +8.6% |
| 3M | +3.2% | +6.0% | -2.8% | +1.1% |
| 6M | +25.3% | +13.2% | +12.1% | +20.3% |
| YTD | +30.5% | +30.4% | +0.1% | +19.7% |
| 1Y | +29.2% | +31.0% | -1.8% | +18.4% |
| 3Y | +119.1% | +67.6% | +51.5% | +98.0% |
| All | +119.1% | +65.6% | +53.6% | +98.0% |
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