-35.3%
KEEL vs KIM
+35.9%
-71.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.2% |
| 7D | +2.9% | -1.7% | +4.6% | +4.8% |
| 30D | +0.8% | -3.0% | +3.8% | +3.8% |
| 3M | -35.3% | -8.9% | -26.5% | -30.2% |
| 6M | +59.4% | +2.4% | +57.0% | +51.5% |
| YTD | +51.9% | +18.3% | +33.6% | +21.9% |
| 1Y | +75.0% | +8.2% | +66.8% | +54.0% |
| 3Y | +224.5% | +44.0% | +180.5% | +100.2% |
| All | -35.3% | +35.9% | -71.2% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling