+1,077.0%
TER vs KIM
+63.9%
+1,013.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | +5.9% | -1.0% | +6.9% | +6.3% |
| 30D | -30.8% | +14.8% | -45.5% | -34.2% |
| 3M | -29.9% | +8.1% | -38.1% | -32.1% |
| 6M | -27.5% | +11.7% | -39.1% | -31.0% |
| YTD | +37.5% | +30.7% | +6.7% | +23.6% |
| 1Y | +50.3% | +29.7% | +20.5% | +35.4% |
| 3Y | +204.9% | +65.1% | +139.8% | +152.0% |
| 5Y | +89.2% | +34.7% | +54.5% | +67.5% |
| 10Y | +1,077.0% | +64.1% | +1,012.8% | +739.9% |
| All | +1,077.0% | +63.9% | +1,013.1% | +739.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling