+499.2%
KMX vs KIM
+853.5%
-354.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.9% | +0.4% | +1.5% | +1.7% |
| 30D | +11.7% | -4.0% | +15.7% | +13.7% |
| 3M | +34.9% | +0.5% | +34.3% | +34.3% |
| 6M | +50.3% | +3.6% | +46.6% | +47.4% |
| YTD | +63.8% | +20.4% | +43.4% | +49.8% |
| 1Y | +3.8% | +9.7% | -5.9% | -0.7% |
| 3Y | -24.3% | +46.0% | -70.3% | -36.0% |
| 5Y | -50.2% | +34.4% | -84.7% | -56.1% |
| 10Y | +5.4% | +29.3% | -23.9% | -14.9% |
| All | +499.2% | +853.5% | -354.3% | +57.6% |
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