+9.6%
U vs KIM
+46.2%
-36.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.8% | +0.4% | -4.2% | -4.1% |
| 30D | +17.5% | -4.0% | +21.4% | +20.4% |
| 3M | +38.7% | +0.5% | +38.2% | +36.2% |
| 6M | +104.4% | +3.6% | +100.8% | +95.3% |
| YTD | -5.7% | +20.4% | -26.1% | -21.0% |
| 1Y | +3.7% | +9.7% | -6.0% | -5.9% |
| All | +9.6% | +46.2% | -36.6% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling