+1,001.8%
TER vs KIM
+65.6%
+936.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.0% | +11.7% | +12.4% |
| 7D | -5.8% | +2.8% | -8.6% | -6.6% |
| 30D | -38.9% | +16.3% | -55.2% | -42.2% |
| 3M | -35.1% | +6.6% | -41.8% | -36.8% |
| 6M | -31.6% | +12.3% | -43.9% | -35.0% |
| YTD | +27.2% | +31.6% | -4.3% | +14.2% |
| 1Y | +35.2% | +31.5% | +3.7% | +21.2% |
| 3Y | +192.8% | +68.0% | +124.8% | +140.7% |
| 5Y | +72.4% | +38.7% | +33.7% | +51.5% |
| 10Y | +1,001.8% | +65.7% | +936.1% | +681.9% |
| All | +1,001.8% | +65.6% | +936.3% | +681.9% |
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