-54.1%
RUN vs KIM
+31.2%
-85.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.4% | +4.2% |
| 7D | +3.2% | -1.0% | +4.2% | +3.6% |
| 30D | +19.5% | +14.8% | +4.7% | +12.6% |
| 3M | -9.6% | +8.1% | -17.7% | -13.2% |
| 6M | -37.3% | +11.7% | -49.0% | -41.4% |
| YTD | -50.7% | +30.7% | -81.4% | -56.8% |
| 1Y | -54.1% | +29.7% | -83.8% | -59.6% |
| All | -54.1% | +31.2% | -85.3% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling