+773.7%
RF vs KIM
+3,330.6%
-2,556.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.5% |
| 7D | -1.6% | +5.0% | -6.6% | -4.7% |
| 30D | +5.0% | +15.8% | -10.7% | -4.7% |
| 3M | -10.0% | +4.3% | -14.3% | -12.6% |
| 6M | +3.3% | +11.4% | -8.0% | -4.1% |
| YTD | +7.9% | +30.8% | -22.9% | -10.2% |
| 1Y | +21.2% | +31.4% | -10.2% | +0.4% |
| 3Y | +105.8% | +57.7% | +48.2% | +50.2% |
| 5Y | +43.7% | +31.7% | +12.0% | +16.3% |
| 10Y | +289.4% | +67.4% | +222.1% | +137.3% |
| All | +773.7% | +3,330.6% | -2,556.9% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling