+1,947.8%
ENPH vs KIM
+33.1%
+1,914.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | +1.5% | -1.5% | +3.0% | +2.2% |
| 30D | -12.9% | -1.7% | -11.2% | -12.2% |
| 3M | -27.1% | -7.1% | -20.0% | -25.1% |
| 6M | -15.4% | +2.9% | -18.3% | -17.2% |
| YTD | +15.0% | +18.8% | -3.8% | +5.7% |
| 1Y | -0.7% | +9.4% | -10.1% | -5.5% |
| 3Y | -69.3% | +44.6% | -113.9% | -73.9% |
| 5Y | -76.7% | +37.9% | -114.6% | -79.7% |
| All | +1,947.8% | +33.1% | +1,914.7% | +1,633.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling