+51.9%
FIVE vs KIM
+46.3%
+5.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +4.3% | +0.4% | +3.8% | +4.0% |
| 30D | +12.5% | -4.0% | +16.5% | +15.4% |
| 3M | +31.2% | +0.5% | +30.7% | +30.1% |
| 6M | +14.4% | +3.6% | +10.8% | +11.1% |
| YTD | +33.9% | +20.4% | +13.5% | +17.5% |
| 1Y | +65.1% | +9.7% | +55.4% | +54.0% |
| All | +51.9% | +46.3% | +5.6% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling