+806.8%
FIVE vs KIM
+153.7%
+653.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.3% | +4.1% | -4.4% | -2.1% |
| 30D | +17.7% | +16.8% | +0.9% | +9.2% |
| 3M | +4.0% | +5.7% | -1.7% | +1.3% |
| 6M | +2.6% | +9.7% | -7.1% | -2.1% |
| YTD | +27.6% | +30.2% | -2.7% | +11.9% |
| 1Y | +59.9% | +32.1% | +27.8% | +39.2% |
| 3Y | +35.8% | +58.6% | -22.8% | +8.7% |
| 5Y | +14.4% | +31.2% | -16.7% | -0.4% |
| 10Y | +576.1% | +66.7% | +509.5% | +373.6% |
| All | +806.8% | +153.7% | +653.1% | +428.1% |
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 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