+443.6%
TEAM vs KIM
+63.6%
+380.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -26.7% | +14.1% | -40.8% | -28.8% |
| 3M | -9.6% | +6.0% | -15.6% | -10.9% |
| 6M | +86.0% | +13.2% | +72.8% | +80.6% |
| YTD | -7.5% | +30.4% | -37.9% | -13.3% |
| 1Y | -1.4% | +31.0% | -32.4% | -7.7% |
| 3Y | -14.3% | +67.6% | -81.9% | -23.6% |
| 5Y | -66.3% | +35.8% | -102.1% | -68.8% |
| All | +443.6% | +63.6% | +380.0% | +387.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling