+340.0%
IR vs KIM
+113.5%
+226.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +1.5% | +2.8% | -1.2% | +0.3% |
| 30D | +9.0% | +15.9% | -6.9% | +2.2% |
| 3M | -0.9% | +7.8% | -8.6% | -4.2% |
| 6M | +13.4% | +11.9% | +1.5% | +7.7% |
| YTD | +8.5% | +31.0% | -22.6% | -3.7% |
| 1Y | +11.3% | +32.3% | -21.1% | -1.7% |
| 3Y | +26.0% | +65.5% | -39.5% | +0.8% |
| 5Y | +47.9% | +37.2% | +10.6% | +26.8% |
| All | +340.0% | +113.5% | +226.5% | +180.1% |
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 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