+73.5%
CART vs KIM
+57.7%
+15.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +17.8% | +13.4% | +4.4% | +13.6% |
| 3M | +20.7% | +6.5% | +14.2% | +18.5% |
| 6M | +49.7% | +10.6% | +39.1% | +45.0% |
| YTD | +30.0% | +29.9% | +0.1% | +19.8% |
| 1Y | +48.4% | +29.6% | +18.8% | +36.7% |
| 3Y | +132.0% | +64.1% | +67.9% | +91.8% |
| All | +73.5% | +57.7% | +15.8% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling