+155.0%
ETSY vs KIM
+60.9%
+94.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.6% | -6.7% |
| 7D | -8.5% | +0.4% | -8.9% | -8.6% |
| 30D | -10.9% | -4.0% | -6.9% | -9.8% |
| 3M | +14.1% | +0.5% | +13.6% | +13.9% |
| 6M | +37.5% | +3.6% | +33.9% | +36.0% |
| YTD | +38.0% | +20.4% | +17.6% | +30.7% |
| 1Y | +46.5% | +9.7% | +36.8% | +42.6% |
| 3Y | +2.5% | +46.0% | -43.5% | -8.1% |
| 5Y | -65.3% | +34.4% | -99.7% | -67.9% |
| 10Y | +451.6% | +29.3% | +422.3% | +490.9% |
| All | +155.0% | +60.9% | +94.2% | +144.2% |
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