+28.1%
XYZ vs KIM
+31.2%
-3.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +12.6% | +2.8% | +9.8% | +11.9% |
| 30D | +10.8% | +15.9% | -5.1% | +8.5% |
| 3M | +8.4% | +7.8% | +0.6% | +6.7% |
| 6M | +14.3% | +11.9% | +2.5% | +12.0% |
| YTD | +31.5% | +31.0% | +0.4% | +26.1% |
| 1Y | +28.1% | +32.3% | -4.2% | +22.0% |
| All | +28.1% | +31.2% | -3.1% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling