+22.9%
ITW vs KIM
+33.1%
-10.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.2% | +0.7% |
| 7D | +6.3% | +10.6% | -4.3% | +1.6% |
| 30D | +11.1% | +17.5% | -6.4% | +3.3% |
| 3M | +0.1% | +4.7% | -4.6% | -2.0% |
| 6M | +18.1% | +13.1% | +4.9% | +10.3% |
| YTD | +21.4% | +32.1% | -10.7% | +3.7% |
| 1Y | +22.9% | +32.7% | -9.8% | +4.8% |
| All | +22.9% | +33.1% | -10.2% | +4.8% |
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