+11,300.5%
TER vs KIM
+3,058.9%
+8,241.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -8.3% | -4.0% | -4.3% | -6.7% |
| 3M | -12.2% | +0.5% | -12.8% | -13.2% |
| 6M | +17.1% | +3.6% | +13.5% | +14.4% |
| YTD | +84.7% | +20.4% | +64.2% | +68.6% |
| 1Y | +199.9% | +9.7% | +190.2% | +184.0% |
| 3Y | +232.8% | +46.0% | +186.8% | +177.0% |
| 5Y | +198.6% | +34.4% | +164.1% | +157.8% |
| 10Y | +1,669.7% | +29.3% | +1,640.4% | +1,252.2% |
| All | +11,300.5% | +3,058.9% | +8,241.6% | +2,698.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling