+58.2%
CAPR vs KIM
+9.1%
+49.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.1% |
| 7D | -2.0% | -0.8% | -1.2% | -1.5% |
| 30D | +139.2% | -5.1% | +144.3% | +146.9% |
| 3M | -66.4% | -0.6% | -65.7% | -67.3% |
| 6M | -63.1% | +2.4% | -65.5% | -65.2% |
| YTD | -67.4% | +19.0% | -86.4% | -76.9% |
| 1Y | +58.2% | +8.4% | +49.8% | +23.6% |
| All | +58.2% | +9.1% | +49.1% | +23.6% |
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