+631.8%
TEAM vs KIM
+71.4%
+560.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.4% | -15.7% | -16.1% |
| 7D | -19.8% | +4.1% | -23.9% | -20.5% |
| 30D | -21.5% | +16.8% | -38.3% | -24.2% |
| 3M | +39.5% | +5.7% | +33.8% | +37.5% |
| 6M | +73.1% | +9.7% | +63.4% | +69.0% |
| YTD | -5.2% | +30.2% | -35.4% | -11.5% |
| 1Y | -1.6% | +32.1% | -33.7% | -8.4% |
| 3Y | -11.4% | +58.6% | -70.0% | -20.7% |
| 5Y | -65.1% | +31.2% | -96.2% | -67.7% |
| 10Y | +471.3% | +66.7% | +404.6% | +445.2% |
| All | +631.8% | +71.4% | +560.4% | +601.0% |
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