+33.0%
Q vs KIM
+8.9%
+24.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.4% |
| 7D | +4.9% | -1.7% | +6.7% | +4.6% |
| 30D | -11.0% | -3.0% | -8.0% | -11.4% |
| 3M | -15.2% | -8.9% | -6.3% | -15.9% |
| 6M | +8.8% | +2.4% | +6.5% | +6.1% |
| YTD | +55.1% | +18.3% | +36.8% | +55.7% |
| All | +33.0% | +8.9% | +24.1% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling