-34.0%
Z vs KIM
+46.3%
-80.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.0% |
| 7D | -3.0% | +0.4% | -3.4% | -3.4% |
| 30D | -4.2% | -4.0% | -0.2% | -1.4% |
| 3M | -3.7% | +0.5% | -4.2% | -4.6% |
| 6M | -24.5% | +3.6% | -28.1% | -27.0% |
| YTD | -49.3% | +20.4% | -69.7% | -56.5% |
| 1Y | -58.7% | +9.7% | -68.4% | -61.9% |
| All | -34.0% | +46.3% | -80.3% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling