-43.7%
IT vs KIM
+38.5%
-82.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | 0.0% |
| 7D | -18.8% | +2.8% | -21.6% | -19.8% |
| 30D | -0.1% | +16.3% | -16.4% | -6.5% |
| 3M | +2.9% | +6.6% | -3.7% | -0.1% |
| 6M | +20.4% | +12.3% | +8.1% | +14.1% |
| YTD | -24.3% | +31.6% | -55.8% | -33.8% |
| 1Y | -17.2% | +31.5% | -48.7% | -27.5% |
| 3Y | -52.4% | +68.0% | -120.4% | -64.1% |
| 5Y | -43.7% | +38.7% | -82.4% | -52.9% |
| All | -43.7% | +38.5% | -82.2% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling