-26.6%
IT vs KIM
+9.4%
-36.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -12.7% | -1.5% | -11.2% | -12.6% |
| 30D | -8.9% | -1.7% | -7.2% | -8.7% |
| 3M | +10.1% | -7.1% | +17.3% | +11.3% |
| 6M | +7.3% | +2.9% | +4.4% | +7.4% |
| YTD | -32.4% | +18.8% | -51.2% | -36.3% |
| 1Y | -26.6% | +9.4% | -36.1% | -29.0% |
| All | -26.6% | +9.4% | -36.1% | -29.0% |
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