+160.2%
KNX vs KIM
+32.5%
+127.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.6% | -1.7% | -3.8% | -5.1% |
| 30D | -4.4% | -3.0% | -1.5% | -3.6% |
| 3M | -17.3% | -8.9% | -8.4% | -15.1% |
| 6M | +22.6% | +2.4% | +20.2% | +21.8% |
| YTD | +31.1% | +18.3% | +12.8% | +24.9% |
| 1Y | +60.2% | +8.2% | +52.0% | +56.5% |
| 3Y | +35.8% | +44.0% | -8.3% | +23.1% |
| 5Y | +38.9% | +37.3% | +1.6% | +27.3% |
| All | +160.2% | +32.5% | +127.7% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling