+73.5%
CART vs KIM
+59.7%
+13.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +1.5% | +2.8% | -1.3% | +0.7% |
| 30D | +22.4% | +16.3% | +6.1% | +17.2% |
| 3M | +16.5% | +6.6% | +9.9% | +14.3% |
| 6M | +44.9% | +12.3% | +32.6% | +39.7% |
| YTD | +30.0% | +31.6% | -1.6% | +19.3% |
| 1Y | +59.1% | +31.5% | +27.6% | +46.0% |
| 3Y | +138.8% | +68.0% | +70.8% | +95.5% |
| All | +73.5% | +59.7% | +13.8% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling