-67.0%
ETSY vs KIM
+35.1%
-102.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.4% |
| 7D | -12.7% | -1.5% | -11.2% | -11.8% |
| 30D | -9.9% | -1.7% | -8.2% | -8.9% |
| 3M | +4.2% | -7.1% | +11.3% | +9.4% |
| 6M | +34.2% | +2.9% | +31.3% | +31.0% |
| YTD | +29.1% | +18.8% | +10.3% | +13.6% |
| 1Y | +23.8% | +9.4% | +14.4% | +15.5% |
| 3Y | +6.6% | +44.6% | -37.9% | -22.1% |
| 5Y | -67.0% | +37.9% | -105.0% | -71.6% |
| All | -67.0% | +35.1% | -102.1% | -71.6% |
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 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