+74.4%
CAPR vs KIM
+29.4%
+45.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.3% |
| 7D | +19.1% | -0.7% | +19.7% | +19.8% |
| 30D | +48.8% | +13.4% | +35.4% | +38.0% |
| 3M | +144.4% | +6.5% | +137.9% | +134.9% |
| 6M | -67.5% | +10.6% | -78.1% | -70.2% |
| YTD | -64.5% | +29.9% | -94.4% | -76.1% |
| 1Y | +74.4% | +29.6% | +44.9% | +12.9% |
| All | +74.4% | +29.4% | +45.0% | +12.9% |
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