+46.0%
RF vs KIM
+39.0%
+7.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.3% | +2.8% | -2.4% | -1.5% |
| 30D | +6.2% | +15.9% | -9.7% | -4.1% |
| 3M | -7.8% | +7.8% | -15.6% | -12.6% |
| 6M | +5.9% | +11.9% | -5.9% | -2.4% |
| YTD | +9.0% | +31.0% | -22.0% | -10.6% |
| 1Y | +19.3% | +32.3% | -13.1% | -3.0% |
| 3Y | +116.4% | +65.5% | +51.0% | +48.0% |
| 5Y | +46.0% | +37.2% | +8.8% | +11.2% |
| All | +46.0% | +39.0% | +7.0% | +11.2% |
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