-76.2%
ENPH vs KIM
+37.7%
-114.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -32.2% |
| 6M | -3.5% | +4.4% | -7.9% | -8.2% |
| YTD | +21.2% | +21.2% | -0.1% | +3.0% |
| 1Y | +0.1% | +10.5% | -10.5% | -9.1% |
| 3Y | -67.7% | +47.5% | -115.2% | -76.7% |
| 5Y | -76.2% | +37.1% | -113.3% | -81.7% |
| All | -76.2% | +37.7% | -114.0% | -81.7% |
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 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