-54.2%
W vs KIM
+31.1%
-85.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -3.6% | +4.1% | -7.7% | -8.2% |
| 30D | +7.0% | +16.8% | -9.8% | -12.4% |
| 3M | +7.4% | +5.7% | +1.7% | -0.2% |
| 6M | +69.3% | +9.7% | +59.6% | +48.7% |
| YTD | +11.3% | +30.2% | -18.9% | -23.8% |
| 1Y | +13.2% | +32.1% | -18.9% | -24.1% |
| 3Y | +142.0% | +58.6% | +83.4% | +29.3% |
| All | -54.2% | +31.1% | -85.3% | -66.7% |
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