-10.8%
DOW vs KIM
+90.6%
-101.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -2.9% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | +0.4% | -4.0% | +4.4% | +2.3% |
| 3M | -14.4% | +0.5% | -14.9% | -15.1% |
| 6M | -7.0% | +3.6% | -10.6% | -9.7% |
| YTD | +30.2% | +20.4% | +9.8% | +16.6% |
| 1Y | +29.2% | +9.7% | +19.5% | +21.6% |
| 3Y | -36.7% | +46.0% | -82.7% | -48.9% |
| 5Y | -37.7% | +34.4% | -72.1% | -48.8% |
| All | -10.8% | +90.6% | -101.4% | -33.6% |
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 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