+28.2%
POET vs KIM
+32.5%
-4.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +0.4% | -1.7% | +2.1% | +0.9% |
| 30D | -10.4% | -3.0% | -7.4% | -9.6% |
| 3M | -29.3% | -8.9% | -20.5% | -27.8% |
| 6M | +6.9% | +2.4% | +4.5% | +4.6% |
| YTD | +25.6% | +18.3% | +7.3% | +17.2% |
| 1Y | +49.2% | +8.2% | +41.0% | +43.2% |
| 3Y | +128.4% | +44.0% | +84.4% | +102.0% |
| 5Y | -4.2% | +37.3% | -41.6% | -16.6% |
| All | +28.2% | +32.5% | -4.3% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling