+111.8%
KMI vs KIM
+161.1%
-49.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | +0.9% | -4.0% | +4.9% | +2.5% |
| 3M | 0.0% | +0.5% | -0.6% | -0.4% |
| 6M | -5.7% | +3.6% | -9.3% | -7.4% |
| YTD | +17.5% | +20.4% | -2.9% | +8.3% |
| 1Y | +22.3% | +9.7% | +12.6% | +16.9% |
| 3Y | +111.9% | +46.0% | +65.9% | +76.7% |
| 5Y | +151.8% | +34.4% | +117.4% | +112.9% |
| 10Y | +138.7% | +29.3% | +109.4% | +85.3% |
| All | +111.8% | +161.1% | -49.2% | +15.7% |
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 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