-7.3%
F vs KIM
+29.4%
-36.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.6% |
| 7D | -3.9% | -0.7% | -3.2% | -3.6% |
| 30D | -0.5% | +13.4% | -13.9% | -4.2% |
| 3M | -12.9% | +6.5% | -19.5% | -14.8% |
| 6M | +1.5% | +10.6% | -9.0% | -1.8% |
| YTD | -5.0% | +29.9% | -34.9% | -14.4% |
| 1Y | -7.3% | +29.6% | -36.9% | -16.1% |
| All | -7.3% | +29.4% | -36.8% | -16.1% |
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