+3,646.0%
ALL vs KIM
+1,920.8%
+1,725.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.0% | -4.3% |
| 7D | -1.9% | +4.1% | -6.0% | -3.4% |
| 30D | +13.8% | +16.8% | -3.0% | +7.1% |
| 3M | -7.0% | +5.7% | -12.7% | -9.0% |
| 6M | +18.0% | +9.7% | +8.3% | +13.7% |
| YTD | +24.2% | +30.2% | -6.0% | +11.7% |
| 1Y | +31.2% | +32.1% | -0.9% | +17.3% |
| 3Y | +107.5% | +58.6% | +48.9% | +70.0% |
| 5Y | +144.8% | +31.2% | +113.7% | +111.6% |
| 10Y | +375.8% | +66.7% | +309.1% | +229.9% |
| All | +3,646.0% | +1,920.8% | +1,725.2% | +1,007.3% |
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