+149.8%
KMI vs KIM
+33.6%
+116.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.5% |
| 7D | +6.0% | -0.7% | +6.7% | +6.3% |
| 30D | -3.4% | +13.4% | -16.8% | -7.8% |
| 3M | +1.8% | +6.5% | -4.8% | -0.7% |
| 6M | +0.4% | +10.6% | -10.1% | -3.5% |
| YTD | +20.8% | +29.9% | -9.1% | +9.0% |
| 1Y | +23.0% | +29.6% | -6.6% | +11.0% |
| 3Y | +123.3% | +64.1% | +59.3% | +80.0% |
| 5Y | +149.8% | +35.3% | +114.5% | +111.7% |
| All | +149.8% | +33.6% | +116.2% | +111.7% |
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 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