-48.7%
POET vs KIM
+74.4%
-123.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -12.2% | +14.1% | -26.3% | -14.0% |
| 3M | -42.4% | +6.0% | -48.4% | -43.0% |
| 6M | -64.3% | +13.2% | -77.5% | -65.2% |
| YTD | -19.0% | +30.4% | -49.3% | -22.9% |
| 1Y | +9.1% | +31.0% | -21.9% | +3.7% |
| 3Y | +297.7% | +67.6% | +230.0% | +266.7% |
| 5Y | -38.2% | +35.8% | -74.0% | -42.0% |
| 10Y | +123.0% | +63.7% | +59.4% | +93.0% |
| All | -48.7% | +74.4% | -123.1% | -49.9% |
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