+255.2%
ENPH vs KIM
+159.8%
+95.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | -8.4% | +0.1% | -8.5% | -8.5% |
| 30D | -11.2% | +14.1% | -25.3% | -16.6% |
| 3M | -36.1% | +6.0% | -42.1% | -37.8% |
| 6M | -37.9% | +13.2% | -51.2% | -42.0% |
| YTD | -18.7% | +30.4% | -49.0% | -29.2% |
| 1Y | -9.8% | +31.0% | -40.9% | -21.8% |
| 3Y | -66.8% | +67.6% | -134.4% | -74.4% |
| 5Y | -89.6% | +35.8% | -125.4% | -91.2% |
| 10Y | +2,186.8% | +63.7% | +2,123.2% | +1,607.1% |
| All | +255.2% | +159.8% | +95.4% | +12.6% |
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