+21.7%
P vs KIM
+31.2%
-9.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.7% | +4.2% |
| 7D | -4.7% | -1.0% | -3.7% | -5.7% |
| 30D | -31.4% | +14.8% | -46.2% | -23.1% |
| 3M | -2.6% | +8.1% | -10.8% | +4.8% |
| 6M | +21.9% | +11.7% | +10.3% | +32.6% |
| YTD | +58.9% | +30.7% | +28.2% | +94.2% |
| 1Y | +21.7% | +29.7% | -8.0% | +48.8% |
| All | +21.7% | +31.2% | -9.5% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling