+11.2%
P vs KIM
+31.8%
-20.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +7.1% |
| 7D | -9.6% | +2.8% | -12.4% | -7.4% |
| 30D | -33.4% | +16.3% | -49.8% | -24.3% |
| 3M | +14.2% | +6.6% | +7.6% | +22.0% |
| 6M | +31.6% | +12.3% | +19.3% | +44.4% |
| YTD | +53.5% | +31.6% | +21.9% | +92.0% |
| All | +11.2% | +31.8% | -20.5% | +40.5% |
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