+11.3%
IR vs KIM
+31.2%
-20.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +1.5% | +2.8% | -1.2% | +0.2% |
| 30D | +9.0% | +15.9% | -6.9% | +1.0% |
| 3M | -0.9% | +7.8% | -8.6% | -4.2% |
| 6M | +13.4% | +11.9% | +1.5% | +5.4% |
| YTD | +8.5% | +31.0% | -22.6% | -8.8% |
| 1Y | +11.3% | +32.3% | -21.1% | -7.3% |
| All | +11.3% | +31.2% | -20.0% | -7.3% |
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 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