+425.3%
M vs KIM
+2,514.5%
-2,089.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +4.7% | +0.4% | +4.3% | +4.5% |
| 30D | -9.6% | -4.0% | -5.7% | -7.5% |
| 3M | +0.9% | +0.5% | +0.3% | +0.4% |
| 6M | +22.3% | +3.6% | +18.7% | +19.6% |
| YTD | +6.5% | +20.4% | -13.9% | -4.5% |
| 1Y | +38.8% | +9.7% | +29.1% | +31.1% |
| 3Y | +115.9% | +46.0% | +69.9% | +72.8% |
| 5Y | +28.6% | +34.4% | -5.8% | +10.6% |
| 10Y | -2.5% | +29.3% | -31.8% | -18.4% |
| All | +425.3% | +2,514.5% | -2,089.2% | +41.7% |
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 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