+1,847.8%
T vs KIM
+3,058.9%
-1,211.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +11.4% | -4.0% | +15.3% | +12.4% |
| 3M | +14.3% | +0.5% | +13.7% | +14.2% |
| 6M | -9.3% | +3.6% | -12.9% | -10.1% |
| YTD | +7.1% | +20.4% | -13.3% | +2.5% |
| 1Y | -9.1% | +9.7% | -18.8% | -11.2% |
| 3Y | +105.3% | +46.0% | +59.3% | +85.8% |
| 5Y | +66.8% | +34.4% | +32.4% | +52.3% |
| 10Y | +66.8% | +29.3% | +37.5% | +43.1% |
| All | +1,847.8% | +3,058.9% | -1,211.1% | +771.5% |
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