-10.3%
M vs KIM
+31.1%
-41.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.2% |
| 7D | -4.3% | +4.1% | -8.4% | -7.4% |
| 30D | +1.3% | +16.8% | -15.5% | -11.5% |
| 3M | -7.4% | +5.7% | -13.1% | -11.7% |
| 6M | +18.3% | +9.7% | +8.7% | +9.0% |
| YTD | +7.6% | +30.2% | -22.6% | -15.7% |
| 1Y | +17.4% | +32.1% | -14.7% | -9.2% |
| 3Y | +108.4% | +58.6% | +49.8% | +30.8% |
| All | -10.3% | +31.1% | -41.4% | -33.3% |
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