-97.9%
CAPR vs KIM
+19.5%
-117.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | +139.2% | -4.0% | +143.2% | +140.7% |
| 3M | -66.4% | +0.5% | -66.9% | -66.5% |
| 6M | -63.1% | +3.6% | -66.7% | -63.4% |
| YTD | -67.4% | +20.4% | -87.9% | -68.4% |
| 1Y | +58.2% | +9.7% | +48.5% | +55.5% |
| 3Y | +42.2% | +46.0% | -3.8% | +34.4% |
| 5Y | +87.3% | +34.4% | +52.8% | +78.1% |
| 10Y | -75.3% | +29.3% | -104.6% | -79.4% |
| All | -97.9% | +19.5% | -117.4% | -97.6% |
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 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