-44.8%
IT vs KIM
+37.7%
-82.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.1% | -7.7% |
| 7D | -9.1% | -0.3% | -8.8% | -9.0% |
| 30D | -7.0% | -1.7% | -5.3% | -6.4% |
| 3M | +7.6% | -0.8% | +8.5% | +7.9% |
| 6M | +2.1% | +4.4% | -2.3% | -0.2% |
| YTD | -31.6% | +21.2% | -52.8% | -37.7% |
| 1Y | -29.9% | +10.5% | -40.5% | -33.5% |
| 3Y | -51.3% | +47.5% | -98.8% | -60.4% |
| 5Y | -44.8% | +37.1% | -81.9% | -52.3% |
| All | -44.8% | +37.7% | -82.5% | -52.3% |
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 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