+147.7%
P vs KIM
+46.3%
+101.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +6.5% | +0.4% | +6.1% | +6.4% |
| 30D | +18.8% | -4.0% | +22.8% | +19.7% |
| 3M | +26.7% | +0.5% | +26.2% | +25.4% |
| 6M | +62.2% | +3.6% | +58.6% | +58.9% |
| YTD | +48.5% | +20.4% | +28.1% | +38.3% |
| 1Y | +26.4% | +9.7% | +16.7% | +21.7% |
| All | +147.7% | +46.3% | +101.4% | +116.2% |
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 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