+2.2%
KMX vs KIM
+9.4%
-7.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | -3.4% | -1.5% | -1.9% | -2.7% |
| 30D | +4.0% | -1.7% | +5.7% | +4.8% |
| 3M | +24.8% | -7.1% | +31.9% | +29.4% |
| 6M | +43.6% | +2.9% | +40.8% | +39.1% |
| YTD | +56.6% | +18.8% | +37.8% | +28.4% |
| 1Y | +2.2% | +9.4% | -7.2% | -7.4% |
| All | +2.2% | +9.4% | -7.2% | -7.4% |
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