-60.3%
MKTX vs KIM
+35.1%
-95.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -0.2% | -1.5% | +1.3% | +0.2% |
| 30D | +0.8% | -1.7% | +2.5% | +1.3% |
| 3M | +41.1% | -7.1% | +48.3% | +43.6% |
| 6M | -9.5% | +2.9% | -12.4% | -11.0% |
| YTD | -8.7% | +18.8% | -27.5% | -14.2% |
| 1Y | -10.0% | +9.4% | -19.4% | -13.2% |
| 3Y | -24.6% | +44.6% | -69.2% | -35.4% |
| 5Y | -60.3% | +37.9% | -98.2% | -63.9% |
| All | -60.3% | +35.1% | -95.4% | -63.9% |
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 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