+119.5%
RF vs KIM
+65.6%
+54.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +7.3% | +14.1% | -6.8% | -1.6% |
| 3M | -7.9% | +6.0% | -13.9% | -11.5% |
| 6M | +10.5% | +13.2% | -2.7% | +1.3% |
| YTD | +9.6% | +30.4% | -20.7% | -9.4% |
| 1Y | +20.3% | +31.0% | -10.7% | -1.0% |
| 3Y | +119.5% | +67.6% | +51.9% | +44.7% |
| All | +119.5% | +65.6% | +54.0% | +44.7% |
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