+93.0%
KEY vs KIM
+63.0%
+30.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +1.8% | -0.7% | +2.4% | +2.2% |
| 30D | +7.1% | +13.4% | -6.3% | -1.4% |
| 3M | -5.9% | +6.5% | -12.5% | -9.9% |
| 6M | +2.2% | +10.6% | -8.4% | -4.7% |
| YTD | +6.4% | +29.9% | -23.5% | -11.0% |
| 1Y | +24.8% | +29.6% | -4.8% | +4.4% |
| 3Y | +125.2% | +64.1% | +61.2% | +61.2% |
| 5Y | +13.0% | +35.3% | -22.3% | -8.9% |
| All | +93.0% | +63.0% | +30.0% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling