+34.0%
KR vs KIM
+43.4%
-9.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -2.7% | -1.5% | -1.2% | -2.5% |
| 30D | +1.9% | -1.7% | +3.6% | +2.1% |
| 3M | -11.0% | -7.1% | -3.9% | -10.3% |
| 6M | -20.2% | +2.9% | -23.1% | -20.2% |
| YTD | -7.3% | +18.8% | -26.1% | -8.4% |
| 1Y | -13.1% | +9.4% | -22.5% | -13.8% |
| All | +34.0% | +43.4% | -9.4% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling