+26.7%
Q vs KIM
+9.5%
+17.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.5% |
| 7D | +0.2% | -0.8% | +1.0% | +0.1% |
| 30D | -11.1% | -5.1% | -6.0% | -11.8% |
| 3M | -22.1% | -0.6% | -21.5% | -23.7% |
| 6M | +0.5% | +2.4% | -1.9% | -2.1% |
| YTD | +47.8% | +19.0% | +28.8% | +48.5% |
| All | +26.7% | +9.5% | +17.3% | +28.1% |
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