+1,071.7%
KEYS vs KIM
+82.2%
+989.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +2.9% | -1.0% | +3.9% | +3.2% |
| 30D | -1.3% | -1.1% | -0.2% | -1.1% |
| 3M | -0.1% | -5.3% | +5.2% | +1.0% |
| 6M | +17.4% | +3.9% | +13.4% | +15.7% |
| YTD | +62.9% | +20.3% | +42.6% | +54.2% |
| 1Y | +95.7% | +10.4% | +85.3% | +89.4% |
| 3Y | +150.2% | +46.3% | +103.9% | +124.5% |
| 5Y | +83.1% | +37.6% | +45.5% | +66.6% |
| 10Y | +1,020.9% | +34.5% | +986.4% | +913.0% |
| All | +1,071.7% | +82.2% | +989.5% | +833.1% |
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