-1.4%
LOW vs KIM
+33.1%
-34.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +5.0% |
| 7D | +15.6% | +10.6% | +5.0% | +8.5% |
| 30D | +28.6% | +17.5% | +11.1% | +16.6% |
| 3M | +5.8% | +4.7% | +1.1% | +2.0% |
| 6M | +3.8% | +13.1% | -9.3% | -4.1% |
| YTD | -2.8% | +32.1% | -34.9% | -15.8% |
| 1Y | -1.4% | +32.7% | -34.1% | -14.8% |
| All | -1.4% | +33.1% | -34.5% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling