+325.3%
IR vs KIM
+112.1%
+213.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +3.7% | +4.1% | -0.4% | +1.9% |
| 30D | +7.4% | +16.8% | -9.4% | +0.4% |
| 3M | -5.9% | +5.7% | -11.6% | -8.3% |
| 6M | +5.6% | +9.7% | -4.1% | +1.1% |
| YTD | +4.8% | +30.2% | -25.4% | -6.7% |
| 1Y | +6.9% | +32.1% | -25.2% | -5.4% |
| 3Y | +27.6% | +58.6% | -31.0% | +3.8% |
| 5Y | +45.8% | +31.2% | +14.7% | +27.1% |
| All | +325.3% | +112.1% | +213.1% | +171.4% |
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 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