-89.4%
ENPH vs KIM
+33.6%
-122.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -4.9% |
| 7D | -7.6% | -0.7% | -6.9% | -7.0% |
| 30D | -16.4% | +13.4% | -29.8% | -23.7% |
| 3M | -34.3% | +6.5% | -40.9% | -37.2% |
| 6M | -28.5% | +10.6% | -39.1% | -34.7% |
| YTD | -16.4% | +29.9% | -46.4% | -33.1% |
| 1Y | -12.8% | +29.6% | -42.4% | -30.1% |
| 3Y | -65.7% | +64.1% | -129.7% | -77.8% |
| 5Y | -89.4% | +35.3% | -124.6% | -92.2% |
| All | -89.4% | +33.6% | -122.9% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling