+11.4%
B vs KIM
+31.2%
-19.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | -4.3% | +14.8% | -19.1% | -5.1% |
| 3M | -2.3% | +8.1% | -10.4% | -2.8% |
| 6M | -16.2% | +11.7% | -27.9% | -18.0% |
| YTD | -8.8% | +30.7% | -39.6% | -10.2% |
| 1Y | +11.4% | +29.7% | -18.4% | +10.6% |
| All | +11.4% | +31.2% | -19.8% | +10.6% |
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