+59.6%
KEYS vs KIM
+33.1%
+26.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.6% | -9.9% | -4.9% |
| 7D | -14.8% | +10.6% | -25.4% | -11.7% |
| 30D | -25.6% | +17.5% | -43.1% | -21.7% |
| 3M | -16.2% | +4.7% | -20.9% | -13.3% |
| 6M | -18.6% | +13.1% | -31.8% | -16.5% |
| YTD | +40.7% | +32.1% | +8.6% | +45.0% |
| 1Y | +59.6% | +32.7% | +27.0% | +64.4% |
| All | +59.6% | +33.1% | +26.5% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling