+309.9%
KEEL vs KIM
+75.4%
+234.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +19.3% | -1.0% | +20.3% | +19.7% |
| 30D | +9.1% | -1.1% | +10.2% | +9.5% |
| 3M | -31.5% | -5.3% | -26.2% | -30.6% |
| 6M | +75.8% | +3.9% | +71.9% | +72.3% |
| YTD | +57.9% | +20.3% | +37.6% | +46.3% |
| 1Y | +133.3% | +10.4% | +122.9% | +122.8% |
| 3Y | +204.1% | +46.3% | +157.8% | +167.1% |
| 5Y | -37.5% | +37.6% | -75.1% | -42.4% |
| All | +309.9% | +75.4% | +234.6% | +350.7% |
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 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