+1,006.2%
TER vs KIM
+64.9%
+941.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -8.9% | +2.8% | -11.7% | -9.7% |
| 30D | -39.1% | +15.9% | -54.9% | -42.2% |
| 3M | -32.8% | +7.8% | -40.5% | -34.7% |
| 6M | -31.7% | +11.9% | -43.6% | -35.1% |
| YTD | +26.9% | +31.0% | -4.1% | +14.1% |
| 1Y | +33.6% | +32.3% | +1.2% | +19.5% |
| 3Y | +181.5% | +65.5% | +116.0% | +132.6% |
| 5Y | +76.1% | +37.2% | +38.9% | +55.2% |
| 10Y | +1,006.2% | +63.9% | +942.3% | +689.5% |
| All | +1,006.2% | +64.9% | +941.3% | +689.5% |
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