+29.8%
Q vs KIM
+31.8%
-1.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.0% | +5.9% | +7.2% |
| 7D | +8.4% | +2.8% | +5.6% | +9.3% |
| 30D | -1.2% | +16.3% | -17.5% | +3.3% |
| 3M | -9.3% | +6.6% | -15.9% | -6.5% |
| 6M | -15.0% | +12.3% | -27.3% | -13.9% |
| YTD | +53.5% | +31.6% | +21.9% | +61.2% |
| All | +29.8% | +31.8% | -1.9% | +34.8% |
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