+1,018.0%
KEYS vs KIM
+32.5%
+985.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.1% |
| 7D | +3.5% | -1.7% | +5.2% | +4.0% |
| 30D | -4.5% | -3.0% | -1.5% | -3.8% |
| 3M | -0.4% | -8.9% | +8.5% | +1.7% |
| 6M | +19.1% | +2.4% | +16.7% | +18.0% |
| YTD | +66.7% | +18.3% | +48.3% | +58.6% |
| 1Y | +96.5% | +8.2% | +88.3% | +91.2% |
| 3Y | +155.2% | +44.0% | +111.1% | +130.4% |
| 5Y | +88.0% | +37.3% | +50.6% | +71.8% |
| All | +1,018.0% | +32.5% | +985.5% | +937.7% |
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