-64.4%
KMX vs KIM
+34.6%
-99.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +0.9% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +6.8% | +14.1% | -7.3% | -3.4% |
| 3M | -11.4% | +6.0% | -17.4% | -15.2% |
| 6M | +43.6% | +13.2% | +30.3% | +29.7% |
| YTD | +37.7% | +30.4% | +7.4% | +10.0% |
| 1Y | +53.0% | +31.0% | +21.9% | +21.8% |
| 3Y | -16.3% | +67.6% | -83.9% | -45.6% |
| All | -64.4% | +34.6% | -99.0% | -73.1% |
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 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