+1,048.9%
NYT vs KIM
+3,004.0%
-1,955.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.6% | -1.7% | +1.1% | +0.1% |
| 30D | +4.6% | -3.0% | +7.5% | +5.8% |
| 3M | -9.6% | -8.9% | -0.7% | -6.5% |
| 6M | -14.0% | +2.4% | -16.4% | -14.9% |
| YTD | -2.8% | +18.3% | -21.2% | -9.1% |
| 1Y | +15.6% | +8.2% | +7.4% | +11.7% |
| 3Y | +56.3% | +44.0% | +12.3% | +33.3% |
| 5Y | +39.5% | +37.3% | +2.2% | +19.2% |
| 10Y | +488.0% | +32.3% | +455.7% | +344.8% |
| All | +1,048.9% | +3,004.0% | -1,955.2% | +346.2% |
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