+6,045.6%
IT vs KIM
+1,449.8%
+4,595.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | -6.0% | +0.4% | -6.5% | -6.2% |
| 30D | 0.0% | -4.0% | +4.0% | +1.4% |
| 3M | +13.1% | +0.5% | +12.5% | +12.8% |
| 6M | +11.7% | +3.6% | +8.1% | +10.0% |
| YTD | -26.1% | +20.4% | -46.5% | -31.2% |
| 1Y | -21.3% | +9.7% | -31.0% | -24.2% |
| 3Y | -46.7% | +46.0% | -92.7% | -54.3% |
| 5Y | -40.5% | +34.4% | -75.0% | -47.9% |
| 10Y | +103.9% | +29.3% | +74.6% | +63.4% |
| All | +6,045.6% | +1,449.8% | +4,595.8% | +1,737.6% |
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