+112.8%
CART vs KIM
+57.8%
+55.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.0% | +4.1% | -1.1% | +1.9% |
| 30D | +28.6% | +16.8% | +11.8% | +23.3% |
| 3M | +29.1% | +5.7% | +23.4% | +27.0% |
| 6M | +44.7% | +9.7% | +35.0% | +40.8% |
| YTD | +29.2% | +30.2% | -1.0% | +19.5% |
| 1Y | +66.2% | +32.1% | +34.0% | +53.0% |
| 3Y | +112.8% | +58.6% | +54.2% | +80.1% |
| All | +112.8% | +57.8% | +55.0% | +80.1% |
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 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