+4.6%
MKTX vs KIM
+32.5%
-27.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -0.2% | -1.7% | +1.5% | 0.0% |
| 30D | +0.7% | -3.0% | +3.7% | +1.1% |
| 3M | +40.8% | -8.9% | +49.7% | +42.4% |
| 6M | -8.0% | +2.4% | -10.4% | -8.5% |
| YTD | -8.7% | +18.3% | -27.1% | -11.1% |
| 1Y | -11.8% | +8.2% | -20.0% | -13.1% |
| 3Y | -24.0% | +44.0% | -68.1% | -28.4% |
| 5Y | -60.3% | +37.3% | -97.7% | -62.4% |
| All | +4.6% | +32.5% | -27.9% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling