+1,572.2%
T vs KIM
+3,350.7%
-1,778.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +1.7% | +2.8% | -1.2% | +1.0% |
| 30D | -1.7% | +16.3% | -18.0% | -5.1% |
| 3M | -7.3% | +6.6% | -14.0% | -8.7% |
| 6M | -11.2% | +12.3% | -23.5% | -13.6% |
| YTD | -8.1% | +31.6% | -39.6% | -13.8% |
| 1Y | -8.0% | +31.5% | -39.5% | -13.8% |
| 3Y | +62.1% | +68.0% | -5.9% | +42.1% |
| 5Y | +55.7% | +38.7% | +17.0% | +41.2% |
| 10Y | +54.1% | +65.7% | -11.6% | +25.1% |
| All | +1,572.2% | +3,350.7% | -1,778.5% | +632.8% |
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