+2,457.7%
ED vs KIM
+3,315.9%
-858.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | +1.6% | +4.1% | -2.4% | +1.0% |
| 30D | +13.3% | +16.8% | -3.5% | +10.4% |
| 3M | +9.7% | +5.7% | +4.0% | +8.7% |
| 6M | +12.8% | +9.7% | +3.1% | +11.0% |
| YTD | +22.3% | +30.2% | -7.9% | +16.9% |
| 1Y | +26.3% | +32.1% | -5.8% | +20.4% |
| 3Y | +45.0% | +58.6% | -13.6% | +33.3% |
| 5Y | +80.2% | +31.2% | +49.0% | +69.4% |
| 10Y | +129.9% | +66.7% | +63.2% | +97.0% |
| All | +2,457.7% | +3,315.9% | -858.2% | +1,299.5% |
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 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