+4,850.9%
KNX vs KIM
+1,362.5%
+3,488.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.3% | -1.9% |
| 7D | +6.4% | -0.3% | +6.7% | +6.5% |
| 30D | +1.4% | -1.7% | +3.1% | +1.9% |
| 3M | -12.0% | -0.8% | -11.2% | -11.8% |
| 6M | +25.2% | +4.4% | +20.8% | +23.3% |
| YTD | +36.6% | +21.2% | +15.3% | +27.9% |
| 1Y | +67.6% | +10.5% | +57.0% | +61.8% |
| 3Y | +40.8% | +47.5% | -6.7% | +23.5% |
| 5Y | +43.3% | +37.1% | +6.3% | +27.4% |
| 10Y | +170.1% | +29.5% | +140.6% | +120.1% |
| All | +4,850.9% | +1,362.5% | +3,488.4% | +1,532.1% |
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 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