+43.2%
TER vs KIM
+33.1%
+10.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.6% | -10.4% | -4.4% |
| 7D | -19.9% | +10.6% | -30.5% | -14.3% |
| 30D | -43.5% | +17.5% | -61.0% | -37.7% |
| 3M | -37.8% | +4.7% | -42.5% | -34.6% |
| 6M | -25.6% | +13.1% | -38.7% | -21.8% |
| YTD | +29.8% | +32.1% | -2.2% | +48.8% |
| 1Y | +43.2% | +32.7% | +10.5% | +64.7% |
| All | +43.2% | +33.1% | +10.1% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling