+66.2%
CART vs KIM
+31.1%
+35.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.0% | +4.1% | -1.1% | +2.0% |
| 30D | +28.6% | +16.8% | +11.8% | +24.0% |
| 3M | +29.1% | +5.7% | +23.4% | +27.0% |
| 6M | +44.7% | +9.7% | +35.0% | +41.2% |
| YTD | +29.2% | +30.2% | -1.0% | +17.3% |
| 1Y | +66.2% | +32.1% | +34.0% | +49.0% |
| All | +66.2% | +31.1% | +35.0% | +49.0% |
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