+17.4%
KRMN vs KIM
+13.1%
+4.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -11.8% | -1.7% | -10.0% | -11.3% |
| 30D | -43.0% | -3.0% | -40.1% | -42.6% |
| 3M | -28.8% | -8.9% | -20.0% | -27.3% |
| 6M | -66.3% | +2.4% | -68.7% | -67.2% |
| YTD | -51.8% | +18.3% | -70.1% | -56.4% |
| 1Y | -44.7% | +8.2% | -52.9% | -47.1% |
| All | +17.4% | +13.1% | +4.3% | +3.7% |
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 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