+424.6%
ETSY vs KIM
+32.5%
+392.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | -4.9% | -1.7% | -3.2% | -4.5% |
| 30D | -8.6% | -3.0% | -5.7% | -7.9% |
| 3M | +4.8% | -8.9% | +13.7% | +7.4% |
| 6M | +38.1% | +2.4% | +35.7% | +37.1% |
| YTD | +31.2% | +18.3% | +12.9% | +25.3% |
| 1Y | +22.1% | +8.2% | +13.9% | +19.4% |
| 3Y | +12.2% | +44.0% | -31.8% | +1.8% |
| 5Y | -66.5% | +37.3% | -103.8% | -68.8% |
| All | +424.6% | +32.5% | +392.1% | +498.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling