+607.6%
TEAM vs KIM
+72.4%
+535.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -22.2% | +2.8% | -25.0% | -22.7% |
| 30D | -28.1% | +15.9% | -44.0% | -30.5% |
| 3M | -2.2% | +7.8% | -9.9% | -3.9% |
| 6M | +62.2% | +11.9% | +50.4% | +57.7% |
| YTD | -8.4% | +31.0% | -39.4% | -14.5% |
| 1Y | -6.6% | +32.3% | -39.0% | -13.1% |
| 3Y | -15.7% | +65.5% | -81.2% | -25.1% |
| 5Y | -65.7% | +37.2% | -102.9% | -68.4% |
| 10Y | +441.0% | +63.9% | +377.0% | +422.3% |
| All | +607.6% | +72.4% | +535.2% | +576.9% |
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 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