+395.5%
ENPH vs KIM
+140.0%
+255.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -6.6% | -4.0% | -2.6% | -4.8% |
| 3M | -46.8% | +0.5% | -47.4% | -47.5% |
| 6M | -14.7% | +3.6% | -18.4% | -17.1% |
| YTD | +13.5% | +20.4% | -6.9% | +2.4% |
| 1Y | -0.4% | +9.7% | -10.1% | -5.9% |
| 3Y | -71.7% | +46.0% | -117.7% | -76.7% |
| 5Y | -79.1% | +34.4% | -113.5% | -82.1% |
| 10Y | +1,898.4% | +29.3% | +1,869.1% | +1,678.2% |
| All | +395.5% | +140.0% | +255.5% | +62.9% |
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