+580.0%
XYZ vs KIM
+29.1%
+550.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +1.4% | -1.7% | +3.1% | +2.2% |
| 3M | +14.6% | -0.8% | +15.4% | +14.6% |
| 6M | +20.8% | +4.4% | +16.4% | +17.6% |
| YTD | +23.1% | +21.2% | +1.8% | +11.0% |
| 1Y | +5.6% | +10.5% | -4.9% | -0.4% |
| 3Y | +50.9% | +47.5% | +3.4% | +23.4% |
| 5Y | -68.6% | +37.1% | -105.6% | -72.3% |
| 10Y | +580.0% | +29.5% | +550.5% | +441.8% |
| All | +580.0% | +29.1% | +550.9% | +441.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling