-0.8%
F vs KIM
+31.1%
-31.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.6% | +4.1% | -2.5% | +0.2% |
| 30D | +2.6% | +16.8% | -14.2% | -2.2% |
| 3M | -8.8% | +5.7% | -14.5% | -10.7% |
| 6M | +4.6% | +9.7% | -5.1% | +1.6% |
| YTD | -1.9% | +30.2% | -32.1% | -11.9% |
| 1Y | -0.8% | +32.1% | -32.9% | -12.4% |
| All | -0.8% | +31.1% | -31.9% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling