-67.7%
ENPH vs KIM
+47.7%
-115.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.3% |
| 7D | +9.3% | -0.3% | +9.6% | +9.5% |
| 30D | -7.3% | -1.7% | -5.5% | -6.2% |
| 3M | -31.7% | -0.8% | -30.9% | -32.3% |
| 6M | -3.5% | +4.4% | -7.9% | -8.6% |
| YTD | +21.2% | +21.2% | -0.1% | +1.5% |
| 1Y | +0.1% | +10.5% | -10.5% | -9.9% |
| 3Y | -67.7% | +47.5% | -115.2% | -79.1% |
| All | -67.7% | +47.7% | -115.4% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling