+154.3%
KMI vs KIM
+63.6%
+90.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | -3.4% | +14.1% | -17.6% | -8.6% |
| 3M | +0.4% | +6.0% | -5.6% | -2.1% |
| 6M | -0.9% | +13.2% | -14.2% | -6.2% |
| YTD | +20.5% | +30.4% | -9.9% | +7.5% |
| 1Y | +23.2% | +31.0% | -7.9% | +9.6% |
| 3Y | +121.6% | +67.6% | +54.0% | +75.2% |
| 5Y | +149.1% | +35.8% | +113.3% | +110.4% |
| All | +154.3% | +63.6% | +90.7% | +70.0% |
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