+3.8%
KMX vs KIM
+9.1%
-5.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.7% |
| 7D | +1.9% | -0.8% | +2.7% | +2.2% |
| 30D | +11.7% | -5.1% | +16.8% | +14.6% |
| 3M | +34.9% | -0.6% | +35.5% | +34.2% |
| 6M | +50.3% | +2.4% | +47.9% | +46.2% |
| YTD | +63.8% | +19.0% | +44.8% | +35.0% |
| 1Y | +3.8% | +8.4% | -4.6% | -7.1% |
| All | +3.8% | +9.1% | -5.3% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling