+116.4%
RF vs KIM
+65.6%
+50.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.3% | +2.8% | -2.4% | -1.4% |
| 30D | +6.2% | +15.9% | -9.7% | -3.6% |
| 3M | -7.8% | +7.8% | -15.6% | -12.3% |
| 6M | +5.9% | +11.9% | -5.9% | -2.1% |
| YTD | +9.0% | +31.0% | -22.0% | -10.2% |
| 1Y | +19.3% | +32.3% | -13.1% | -2.6% |
| 3Y | +116.4% | +65.5% | +51.0% | +45.3% |
| All | +116.4% | +65.6% | +50.9% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling