-3.4%
M vs KIM
+34.6%
-38.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.2% |
| 7D | +7.0% | +0.1% | +6.9% | +7.0% |
| 30D | +8.9% | +14.1% | -5.2% | -2.8% |
| 3M | +4.5% | +6.0% | -1.5% | -0.5% |
| 6M | +36.2% | +13.2% | +23.0% | +22.0% |
| YTD | +15.1% | +30.4% | -15.3% | -9.8% |
| 1Y | +27.4% | +31.0% | -3.6% | -0.6% |
| 3Y | +160.1% | +67.6% | +92.5% | +54.6% |
| All | -3.4% | +34.6% | -38.0% | -26.7% |
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