+6,827.7%
ITW vs KIM
+3,080.3%
+3,747.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -9.4% | -1.7% | -7.7% | -9.0% |
| 3M | +7.1% | -0.8% | +7.9% | +7.3% |
| 6M | -1.9% | +4.4% | -6.3% | -3.3% |
| YTD | +10.4% | +21.2% | -10.8% | +3.8% |
| 1Y | +3.3% | +10.5% | -7.2% | -0.1% |
| 3Y | +21.0% | +47.5% | -26.5% | +6.2% |
| 5Y | +36.3% | +37.1% | -0.8% | +21.3% |
| 10Y | +185.8% | +29.5% | +156.3% | +135.8% |
| All | +6,827.7% | +3,080.3% | +3,747.4% | +2,144.8% |
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 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