+594.4%
KEY vs KIM
+3,337.3%
-2,743.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.5% | +2.8% | -2.2% | -1.2% |
| 30D | +6.9% | +15.9% | -9.0% | -2.8% |
| 3M | -5.0% | +7.8% | -12.8% | -9.6% |
| 6M | +0.7% | +11.9% | -11.1% | -6.6% |
| YTD | +6.5% | +31.0% | -24.6% | -11.1% |
| 1Y | +22.6% | +32.3% | -9.7% | +1.6% |
| 3Y | +125.3% | +65.5% | +59.9% | +61.7% |
| 5Y | +13.9% | +37.2% | -23.3% | -8.1% |
| 10Y | +105.3% | +63.9% | +41.4% | +33.4% |
| All | +594.4% | +3,337.3% | -2,743.0% | +22.8% |
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 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