+291.3%
IR vs KIM
+96.2%
+195.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -15.1% | -4.0% | -11.2% | -13.7% |
| 3M | +6.1% | +0.5% | +5.5% | +5.6% |
| 6M | -16.8% | +3.6% | -20.4% | -18.1% |
| YTD | -3.5% | +20.4% | -24.0% | -11.1% |
| 1Y | -3.5% | +9.7% | -13.2% | -7.4% |
| 3Y | +9.5% | +46.0% | -36.5% | -7.6% |
| 5Y | +45.1% | +34.4% | +10.6% | +25.7% |
| All | +291.3% | +96.2% | +195.1% | +158.7% |
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 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