+1,744.2%
TER vs KIM
+29.1%
+1,715.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | +11.0% | -0.3% | +11.3% | +11.1% |
| 30D | -1.9% | -1.7% | -0.2% | -1.3% |
| 3M | -0.7% | -0.8% | +0.2% | -1.1% |
| 6M | +36.4% | +4.4% | +32.0% | +33.5% |
| YTD | +92.4% | +21.2% | +71.2% | +78.3% |
| 1Y | +213.5% | +10.5% | +203.0% | +199.3% |
| 3Y | +277.2% | +47.5% | +229.7% | +224.7% |
| 5Y | +219.1% | +37.1% | +182.0% | +183.7% |
| 10Y | +1,744.2% | +29.5% | +1,714.8% | +1,380.2% |
| All | +1,744.2% | +29.1% | +1,715.1% | +1,380.2% |
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 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