+47.4%
TER vs KIM
+29.4%
+18.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -1.1% |
| 7D | +24.0% | -0.7% | +24.6% | +23.4% |
| 30D | -30.6% | +13.4% | -44.1% | -25.1% |
| 3M | -34.5% | +6.5% | -41.0% | -30.9% |
| 6M | -26.4% | +10.6% | -37.0% | -24.1% |
| YTD | +36.4% | +29.9% | +6.5% | +51.6% |
| 1Y | +47.4% | +29.6% | +17.9% | +64.5% |
| All | +47.4% | +29.4% | +18.0% | +64.5% |
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 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