+119.9%
NDAQ vs KIM
+57.8%
+62.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.8% | +4.1% | -3.2% | -0.6% |
| 30D | +16.5% | +16.8% | -0.3% | +10.2% |
| 3M | +13.5% | +5.7% | +7.8% | +11.1% |
| 6M | +20.9% | +9.7% | +11.2% | +16.6% |
| YTD | +11.4% | +30.2% | -18.8% | +0.2% |
| 1Y | +25.9% | +32.1% | -6.2% | +12.5% |
| 3Y | +119.9% | +58.6% | +61.3% | +88.1% |
| All | +119.9% | +57.8% | +62.0% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling