+554.0%
XYZ vs KIM
+64.4%
+489.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +12.1% | +4.1% | +8.1% | +10.2% |
| 30D | +12.4% | +16.8% | -4.4% | +4.4% |
| 3M | +8.2% | +5.7% | +2.5% | +5.4% |
| 6M | +20.7% | +9.7% | +11.0% | +15.1% |
| YTD | +31.3% | +30.2% | +1.1% | +14.8% |
| 1Y | +20.5% | +32.1% | -11.6% | +4.5% |
| 3Y | +72.6% | +58.6% | +14.0% | +37.0% |
| 5Y | -64.0% | +31.2% | -95.1% | -68.0% |
| 10Y | +601.8% | +66.7% | +535.1% | +393.6% |
| All | +554.0% | +64.4% | +489.6% | +344.6% |
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