+18.9%
COMP vs KIM
+10.4%
+8.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.4% | +0.4% | +0.9% | +1.0% |
| 30D | -13.3% | -4.0% | -9.3% | -11.0% |
| 3M | +41.1% | +0.5% | +40.6% | +38.3% |
| 6M | +17.2% | +3.6% | +13.6% | +12.3% |
| YTD | +5.2% | +20.4% | -15.2% | -7.7% |
| 1Y | +18.9% | +9.7% | +9.2% | +23.2% |
| All | +18.9% | +10.4% | +8.5% | +23.2% |
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