+48.8%
KR vs KIM
+35.1%
+13.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | +1.9% | -1.7% | +3.6% | +2.2% |
| 3M | -11.0% | -7.1% | -3.9% | -9.9% |
| 6M | -20.2% | +2.9% | -23.1% | -20.5% |
| YTD | -7.3% | +18.8% | -26.1% | -9.8% |
| 1Y | -13.1% | +9.4% | -22.5% | -14.4% |
| 3Y | +29.7% | +44.6% | -14.8% | +19.8% |
| 5Y | +48.8% | +37.9% | +10.8% | +39.3% |
| All | +48.8% | +35.1% | +13.7% | +39.3% |
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 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