+27.8%
DOW vs KIM
+9.4%
+18.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -6.0% | -1.0% | -5.1% | -6.0% |
| 30D | -2.7% | -1.1% | -1.7% | -2.8% |
| 3M | -10.5% | -5.3% | -5.1% | -10.5% |
| 6M | -12.4% | +3.9% | -16.4% | -13.3% |
| YTD | +30.0% | +20.3% | +9.7% | +14.1% |
| 1Y | +27.8% | +10.4% | +17.4% | +14.5% |
| All | +27.8% | +9.4% | +18.4% | +14.5% |
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