-54.2%
COMP vs KIM
+72.2%
-126.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.0% | -7.2% | -7.1% |
| 7D | -1.8% | +5.0% | -6.8% | -6.5% |
| 30D | -0.8% | +15.8% | -16.5% | -15.0% |
| 3M | -28.1% | +4.3% | -32.4% | -31.2% |
| 6M | +27.0% | +11.4% | +15.6% | +12.4% |
| YTD | -12.8% | +30.8% | -43.6% | -35.6% |
| 1Y | +4.9% | +31.4% | -26.5% | -23.3% |
| 3Y | +321.0% | +57.7% | +263.3% | +144.8% |
| 5Y | -25.6% | +31.7% | -57.3% | -46.5% |
| All | -54.2% | +72.2% | -126.4% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling