+37,245.9%
LOW vs KIM
+3,058.9%
+34,187.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -7.0% | -4.0% | -3.1% | -5.7% |
| 3M | -0.9% | +0.5% | -1.4% | -1.1% |
| 6M | -20.1% | +3.6% | -23.7% | -21.1% |
| YTD | -13.9% | +20.4% | -34.3% | -19.4% |
| 1Y | -21.1% | +9.7% | -30.8% | -23.8% |
| 3Y | -6.6% | +46.0% | -52.6% | -18.6% |
| 5Y | +9.4% | +34.4% | -25.1% | -2.8% |
| 10Y | +220.5% | +29.3% | +191.2% | +160.8% |
| All | +37,245.9% | +3,058.9% | +34,187.0% | +7,263.4% |
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