+203.4%
W vs KIM
+109.0%
+94.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -7.4% | -1.0% | -6.4% | -6.8% |
| 30D | +7.8% | +14.8% | -7.0% | +0.3% |
| 3M | +10.9% | +8.1% | +2.7% | +6.4% |
| 6M | +86.4% | +11.7% | +74.8% | +75.8% |
| YTD | +14.0% | +30.7% | -16.8% | -1.8% |
| 1Y | +3.5% | +29.7% | -26.2% | -10.4% |
| 3Y | +164.8% | +65.1% | +99.7% | +111.6% |
| 5Y | -53.1% | +34.7% | -87.8% | -57.6% |
| 10Y | +220.4% | +64.1% | +156.3% | +149.4% |
| All | +203.4% | +109.0% | +94.4% | +151.3% |
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