+127.3%
KEY vs KIM
+65.0%
+62.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.0% |
| 3M | -5.9% | +6.5% | -12.5% | -10.1% |
| 6M | +2.2% | +10.6% | -8.4% | -5.4% |
| YTD | +6.4% | +29.9% | -23.5% | -13.3% |
| 1Y | +24.8% | +29.6% | -4.8% | +1.8% |
| All | +127.3% | +65.0% | +62.3% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling