+202.8%
TER vs KIM
+34.4%
+168.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | -8.3% | -4.0% | -4.3% | -6.2% |
| 3M | -12.2% | +0.5% | -12.8% | -13.9% |
| 6M | +17.1% | +3.6% | +13.5% | +13.0% |
| YTD | +84.7% | +20.4% | +64.2% | +61.6% |
| 1Y | +199.9% | +9.7% | +190.2% | +177.1% |
| 3Y | +232.8% | +46.0% | +186.8% | +149.0% |
| All | +202.8% | +34.4% | +168.4% | +153.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling