+2,666.5%
NDAQ vs KIM
+391.2%
+2,275.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +2.9% | +2.8% | +0.1% | +1.7% |
| 30D | +17.5% | +15.9% | +1.6% | +10.6% |
| 3M | +15.4% | +7.8% | +7.7% | +11.9% |
| 6M | +24.6% | +11.9% | +12.7% | +18.7% |
| YTD | +14.4% | +31.0% | -16.6% | +1.9% |
| 1Y | +26.9% | +32.3% | -5.4% | +12.5% |
| 3Y | +119.8% | +65.5% | +54.4% | +75.5% |
| 5Y | +70.5% | +37.2% | +33.3% | +44.4% |
| 10Y | +475.8% | +63.9% | +411.9% | +286.0% |
| All | +2,666.5% | +391.2% | +2,275.3% | +995.1% |
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 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