+802.8%
TEAM vs KIM
+58.5%
+744.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | -0.4% | +0.4% | -0.9% | -0.6% |
| 30D | +67.3% | -4.0% | +71.3% | +68.8% |
| 3M | +86.8% | +0.5% | +86.2% | +86.4% |
| 6M | +146.8% | +3.6% | +143.2% | +143.9% |
| YTD | +16.9% | +20.4% | -3.5% | +11.3% |
| 1Y | +12.8% | +9.7% | +3.1% | +9.7% |
| 3Y | -7.3% | +46.0% | -53.3% | -15.3% |
| 5Y | -50.7% | +34.4% | -85.1% | -53.8% |
| 10Y | +529.8% | +29.3% | +500.5% | +577.4% |
| All | +802.8% | +58.5% | +744.3% | +781.2% |
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