+9.0%
LOW vs KIM
+38.4%
-29.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | -10.1% | -1.7% | -8.4% | -9.3% |
| 3M | -2.9% | -0.8% | -2.0% | -2.5% |
| 6M | -19.4% | +4.4% | -23.8% | -21.3% |
| YTD | -15.4% | +21.2% | -36.7% | -23.9% |
| 1Y | -24.9% | +10.5% | -35.5% | -29.1% |
| 3Y | -7.8% | +47.5% | -55.3% | -25.6% |
| All | +9.0% | +38.4% | -29.5% | -8.1% |
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 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