+41,761.9%
LOW vs KIM
+3,319.9%
+38,441.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +21.7% | +14.1% | +7.6% | +16.3% |
| 3M | +5.0% | +6.0% | -1.0% | +3.0% |
| 6M | +4.6% | +13.2% | -8.6% | +0.2% |
| YTD | -3.5% | +30.4% | -33.9% | -12.0% |
| 1Y | +0.5% | +31.0% | -30.5% | -8.5% |
| 3Y | +24.8% | +67.6% | -42.8% | +4.0% |
| 5Y | +6.5% | +35.8% | -29.3% | -5.5% |
| 10Y | +294.6% | +63.7% | +230.9% | +196.3% |
| All | +41,761.9% | +3,319.9% | +38,441.9% | +7,939.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling