+42.7%
CAPR vs KIM
+10.5%
+32.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.0% |
| 7D | -9.5% | -0.3% | -9.2% | -9.3% |
| 30D | +121.5% | -1.7% | +123.2% | +123.9% |
| 3M | -65.4% | -0.8% | -64.5% | -65.9% |
| 6M | -67.5% | +4.4% | -71.9% | -69.5% |
| YTD | -68.6% | +21.2% | -89.9% | -77.3% |
| 1Y | +42.7% | +10.5% | +32.1% | -0.2% |
| All | +42.7% | +10.5% | +32.2% | -0.2% |
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