+6,197.3%
IT vs KIM
+1,592.9%
+4,604.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -18.8% | +2.8% | -21.6% | -19.6% |
| 30D | -0.1% | +16.3% | -16.4% | -5.1% |
| 3M | +2.9% | +6.6% | -3.7% | +0.6% |
| 6M | +20.4% | +12.3% | +8.1% | +15.5% |
| YTD | -24.3% | +31.6% | -55.8% | -31.6% |
| 1Y | -17.2% | +31.5% | -48.7% | -25.1% |
| 3Y | -52.4% | +68.0% | -120.4% | -61.0% |
| 5Y | -43.7% | +38.7% | -82.4% | -51.0% |
| 10Y | +90.3% | +65.7% | +24.6% | +40.0% |
| All | +6,197.3% | +1,592.9% | +4,604.3% | +1,727.1% |
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