+284.9%
IR vs KIM
+97.5%
+187.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +0.6% | -0.3% | +1.0% | +0.8% |
| 30D | -13.6% | -1.7% | -11.9% | -13.0% |
| 3M | +3.7% | -0.8% | +4.5% | +3.9% |
| 6M | -13.1% | +4.4% | -17.5% | -14.7% |
| YTD | -5.1% | +21.2% | -26.4% | -12.8% |
| 1Y | -6.5% | +10.5% | -17.0% | -10.6% |
| 3Y | +8.5% | +47.5% | -39.0% | -8.8% |
| 5Y | +43.3% | +37.1% | +6.2% | +23.2% |
| All | +284.9% | +97.5% | +187.4% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling