+42.1%
RF vs KIM
+31.1%
+11.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | -0.9% | +4.1% | -5.0% | -3.6% |
| 30D | +6.0% | +16.8% | -10.8% | -4.8% |
| 3M | -8.9% | +5.7% | -14.6% | -12.4% |
| 6M | +2.3% | +9.7% | -7.3% | -4.4% |
| YTD | +7.6% | +30.2% | -22.7% | -11.4% |
| 1Y | +21.2% | +32.1% | -10.9% | -1.4% |
| 3Y | +108.5% | +58.6% | +49.9% | +46.9% |
| All | +42.1% | +31.1% | +11.0% | +8.3% |
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