+111.6%
CART vs KIM
+58.5%
+53.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | +1.2% | +5.0% | -3.8% | -0.1% |
| 30D | +27.1% | +15.8% | +11.3% | +22.1% |
| 3M | +27.4% | +4.3% | +23.2% | +25.9% |
| 6M | +32.1% | +11.4% | +20.7% | +27.9% |
| YTD | +28.5% | +30.8% | -2.3% | +18.6% |
| 1Y | +58.8% | +31.4% | +27.4% | +46.4% |
| All | +111.6% | +58.5% | +53.1% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling