-64.7%
XYZ vs KIM
+34.1%
-98.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.4% |
| 7D | -2.1% | -0.7% | -1.5% | -1.4% |
| 30D | +7.0% | +13.4% | -6.4% | -5.1% |
| 3M | +5.1% | +6.5% | -1.5% | -1.2% |
| 6M | +14.1% | +10.6% | +3.5% | +2.1% |
| YTD | +26.4% | +29.9% | -3.5% | -5.2% |
| 1Y | +25.1% | +29.6% | -4.5% | -6.2% |
| 3Y | +59.7% | +64.1% | -4.3% | -15.1% |
| All | -64.7% | +34.1% | -98.8% | -74.9% |
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