+213.5%
TER vs KIM
+10.5%
+203.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.5% |
| 7D | +11.0% | -0.3% | +11.3% | +10.8% |
| 30D | -1.9% | -1.7% | -0.2% | -2.6% |
| 3M | -0.7% | -0.8% | +0.2% | -2.2% |
| 6M | +36.4% | +4.4% | +32.0% | +34.5% |
| YTD | +92.4% | +21.2% | +71.2% | +104.4% |
| 1Y | +213.5% | +10.5% | +203.0% | +217.8% |
| All | +213.5% | +10.5% | +203.0% | +217.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling