+40.6%
S vs KIM
+57.8%
-17.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | -13.4% | +4.1% | -17.5% | -14.7% |
| 30D | -14.0% | +16.8% | -30.8% | -19.0% |
| 3M | +4.9% | +5.7% | -0.8% | +2.6% |
| 6M | +42.0% | +9.7% | +32.3% | +36.0% |
| YTD | +45.1% | +30.2% | +14.9% | +26.8% |
| 1Y | +33.1% | +32.1% | +1.0% | +15.2% |
| 3Y | +40.6% | +58.6% | -18.0% | +9.7% |
| All | +40.6% | +57.8% | -17.2% | +9.7% |
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