-63.1%
W vs KIM
+34.4%
-97.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.7% |
| 7D | -4.2% | +0.4% | -4.6% | -4.8% |
| 30D | -7.6% | -4.0% | -3.6% | -2.9% |
| 3M | +37.2% | +0.5% | +36.6% | +34.5% |
| 6M | +26.3% | +3.6% | +22.7% | +19.5% |
| YTD | -1.0% | +20.4% | -21.4% | -24.2% |
| 1Y | +20.1% | +9.7% | +10.4% | +3.2% |
| 3Y | +37.8% | +46.0% | -8.2% | -15.9% |
| All | -63.1% | +34.4% | -97.6% | -71.0% |
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 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