+66.2%
FIVE vs KIM
+31.2%
+35.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +7.3% | +2.8% | +4.6% | +6.1% |
| 30D | +18.1% | +15.9% | +2.2% | +10.8% |
| 3M | +7.7% | +7.8% | -0.1% | +4.1% |
| 6M | +13.6% | +11.9% | +1.7% | +6.9% |
| YTD | +34.6% | +31.0% | +3.5% | +20.4% |
| 1Y | +66.2% | +32.3% | +33.9% | +48.0% |
| All | +66.2% | +31.2% | +35.0% | +48.0% |
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