+9.1%
IR vs KIM
+33.1%
-24.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -2.2% |
| 7D | +11.6% | +10.6% | +1.0% | +6.1% |
| 30D | +7.2% | +17.5% | -10.3% | -1.4% |
| 3M | -5.9% | +4.7% | -10.6% | -7.3% |
| 6M | +11.5% | +13.1% | -1.7% | +3.1% |
| YTD | +6.3% | +32.1% | -25.7% | -10.5% |
| 1Y | +9.1% | +32.7% | -23.6% | -8.4% |
| All | +9.1% | +33.1% | -24.0% | -8.4% |
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