-42.9%
TER vs KIM
+10.6%
-53.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.1% |
| 7D | -20.5% | +4.1% | -24.5% | -16.6% |
| 30D | -47.0% | +16.8% | -63.8% | -37.4% |
| 3M | -43.3% | +5.7% | -49.0% | -38.5% |
| 6M | -42.9% | +9.7% | -52.6% | -42.0% |
| All | -42.9% | +10.6% | -53.5% | -42.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling