+621.5%
XYZ vs KIM
+63.9%
+557.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.2% | -1.0% | -1.2% | -1.7% |
| 30D | +11.6% | +14.8% | -3.2% | +4.4% |
| 3M | +8.4% | +8.1% | +0.3% | +4.4% |
| 6M | +17.2% | +11.7% | +5.5% | +10.6% |
| YTD | +31.7% | +30.7% | +1.0% | +14.5% |
| 1Y | +30.1% | +29.7% | +0.3% | +13.4% |
| 3Y | +66.4% | +65.1% | +1.4% | +28.8% |
| 5Y | -62.2% | +34.7% | -96.8% | -66.8% |
| 10Y | +621.5% | +64.1% | +557.4% | +430.0% |
| All | +621.5% | +63.9% | +557.7% | +430.0% |
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 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