+940.7%
C vs KIM
+3,058.9%
-2,118.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.6% | +0.4% | +3.2% | +3.3% |
| 30D | +0.1% | -4.0% | +4.0% | +2.6% |
| 3M | +2.4% | +0.5% | +1.9% | +1.5% |
| 6M | +24.9% | +3.6% | +21.3% | +21.3% |
| YTD | +19.8% | +20.4% | -0.6% | +5.4% |
| 1Y | +44.9% | +9.7% | +35.2% | +34.8% |
| 3Y | +263.0% | +46.0% | +217.0% | +175.9% |
| 5Y | +129.5% | +34.4% | +95.1% | +78.6% |
| 10Y | +291.6% | +29.3% | +262.3% | +169.8% |
| All | +940.7% | +3,058.9% | -2,118.2% | +90.4% |
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