+177.6%
KEEL vs KIM
+9.1%
+168.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.4% |
| 7D | +7.8% | -0.8% | +8.5% | +7.6% |
| 30D | -11.7% | -5.1% | -6.6% | -12.5% |
| 3M | -41.5% | -0.6% | -40.9% | -43.2% |
| 6M | +54.9% | +2.4% | +52.5% | +48.1% |
| YTD | +47.7% | +19.0% | +28.6% | +41.6% |
| 1Y | +177.6% | +8.4% | +169.2% | +158.1% |
| All | +177.6% | +9.1% | +168.5% | +158.1% |
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 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