+157.6%
KMI vs KIM
+37.3%
+120.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -1.8% | -1.0% | -0.8% | -1.4% |
| 30D | +0.1% | -1.1% | +1.1% | +0.5% |
| 3M | +1.2% | -5.3% | +6.5% | +3.0% |
| 6M | -3.9% | +3.9% | -7.8% | -5.6% |
| YTD | +17.5% | +20.3% | -2.8% | +9.2% |
| 1Y | +22.6% | +10.4% | +12.2% | +17.6% |
| 3Y | +116.3% | +46.3% | +70.0% | +82.4% |
| 5Y | +157.6% | +37.6% | +120.0% | +117.9% |
| All | +157.6% | +37.3% | +120.3% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling