+3,716.0%
ALL vs KIM
+1,768.8%
+1,947.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -1.5% | -4.0% | +2.5% | 0.0% |
| 3M | +23.6% | +0.5% | +23.1% | +23.3% |
| 6M | +22.3% | +3.6% | +18.7% | +20.4% |
| YTD | +26.5% | +20.4% | +6.1% | +17.3% |
| 1Y | +27.0% | +9.7% | +17.3% | +22.0% |
| 3Y | +149.6% | +46.0% | +103.6% | +110.7% |
| 5Y | +118.1% | +34.4% | +83.6% | +86.4% |
| 10Y | +369.0% | +29.3% | +339.7% | +260.7% |
| All | +3,716.0% | +1,768.8% | +1,947.2% | +1,062.8% |
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