+38.1%
Q vs KIM
+30.6%
+7.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.4% |
| 7D | +1.2% | +0.1% | +1.0% | +1.2% |
| 30D | -2.7% | +14.1% | -16.8% | +1.7% |
| 3M | -16.9% | +6.0% | -22.9% | -14.4% |
| 6M | -26.9% | +13.2% | -40.1% | -25.8% |
| YTD | +45.2% | +30.4% | +14.8% | +56.9% |
| 1Y | +38.1% | +31.0% | +7.1% | +48.5% |
| All | +38.1% | +30.6% | +7.6% | +48.5% |
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