+9.8%
ETSY vs KIM
+45.1%
-35.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -12.9% | -1.0% | -11.9% | -12.4% |
| 30D | -11.5% | -1.1% | -10.4% | -10.9% |
| 3M | +3.5% | -5.3% | +8.9% | +6.5% |
| 6M | +27.6% | +3.9% | +23.7% | +24.6% |
| YTD | +28.4% | +20.3% | +8.1% | +15.7% |
| 1Y | +27.1% | +10.4% | +16.6% | +19.9% |
| All | +9.8% | +45.1% | -35.3% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling