-54.7%
KMX vs KIM
+37.3%
-92.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | -1.9% | -1.0% | -0.9% | -1.2% |
| 30D | +2.6% | -1.1% | +3.7% | +3.3% |
| 3M | +25.6% | -5.3% | +30.9% | +30.3% |
| 6M | +41.9% | +3.9% | +37.9% | +36.6% |
| YTD | +56.0% | +20.3% | +35.8% | +33.0% |
| 1Y | -1.8% | +10.4% | -12.2% | -10.1% |
| 3Y | -25.7% | +46.3% | -72.0% | -45.9% |
| 5Y | -54.7% | +37.6% | -92.3% | -65.9% |
| All | -54.7% | +37.3% | -92.1% | -65.9% |
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