-65.3%
TEAM vs KIM
+31.1%
-96.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.4% | -15.7% | -15.9% |
| 7D | -19.8% | +4.1% | -23.9% | -21.9% |
| 30D | -21.5% | +16.8% | -38.3% | -29.3% |
| 3M | +39.5% | +5.7% | +33.8% | +33.7% |
| 6M | +73.1% | +9.7% | +63.4% | +60.7% |
| YTD | -5.2% | +30.2% | -35.4% | -23.7% |
| 1Y | -1.6% | +32.1% | -33.7% | -21.8% |
| 3Y | -11.4% | +58.6% | -70.0% | -41.5% |
| All | -65.3% | +31.1% | -96.4% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling