+995.4%
TER vs KIM
+63.6%
+931.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | +14.4% | +0.1% | +14.2% | +14.3% |
| 30D | -30.6% | +14.1% | -44.7% | -33.8% |
| 3M | -39.2% | +6.0% | -45.2% | -40.6% |
| 6M | -31.3% | +13.2% | -44.5% | -34.9% |
| YTD | +29.1% | +30.4% | -1.3% | +16.2% |
| 1Y | +47.4% | +31.0% | +16.4% | +32.3% |
| 3Y | +191.2% | +67.6% | +123.6% | +139.5% |
| 5Y | +74.0% | +35.8% | +38.2% | +53.8% |
| All | +995.4% | +63.6% | +931.8% | +692.9% |
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