+621.7%
KEY vs KIM
+3,058.9%
-2,437.2%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +2.2% | +0.4% | +1.8% | +1.9% |
| 30D | -3.0% | -4.0% | +1.0% | -0.5% |
| 3M | +3.3% | +0.5% | +2.8% | +2.6% |
| 6M | +9.2% | +3.6% | +5.6% | +6.3% |
| YTD | +10.6% | +20.4% | -9.8% | -2.4% |
| 1Y | +20.4% | +9.7% | +10.7% | +12.5% |
| 3Y | +121.8% | +46.0% | +75.9% | +72.7% |
| 5Y | +41.1% | +34.4% | +6.7% | +15.2% |
| 10Y | +168.5% | +29.3% | +139.2% | +102.0% |
| All | +621.7% | +3,058.9% | -2,437.2% | +34.9% |
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