+29.7%
Q vs KIM
+11.5%
+18.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.7% | +2.4% |
| 7D | +6.7% | -0.3% | +7.1% | +6.7% |
| 30D | -10.6% | -1.7% | -8.9% | -10.8% |
| 3M | -14.6% | -0.8% | -13.8% | -15.7% |
| 6M | +12.1% | +4.4% | +7.7% | +9.5% |
| YTD | +51.3% | +21.2% | +30.0% | +52.4% |
| All | +29.7% | +11.5% | +18.2% | +31.5% |
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