+877.2%
F vs KIM
+3,330.6%
-2,453.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +1.4% | +5.0% | -3.6% | -0.7% |
| 30D | +2.0% | +15.8% | -13.7% | -4.3% |
| 3M | -10.4% | +4.3% | -14.6% | -12.0% |
| 6M | +9.7% | +11.4% | -1.7% | +4.3% |
| YTD | -1.2% | +30.8% | -32.0% | -12.5% |
| 1Y | 0.0% | +31.4% | -31.4% | -11.6% |
| 3Y | +41.1% | +57.7% | -16.6% | +15.2% |
| 5Y | -11.4% | +31.7% | -43.1% | -21.5% |
| 10Y | +85.0% | +67.4% | +17.6% | +35.1% |
| All | +877.2% | +3,330.6% | -2,453.5% | +165.8% |
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 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