+308.7%
A vs KIM
+64.9%
+243.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.4% | +2.8% | -1.4% | +0.7% |
| 30D | +4.3% | +15.9% | -11.6% | +0.4% |
| 3M | +19.8% | +7.8% | +12.0% | +17.3% |
| 6M | +54.4% | +11.9% | +42.5% | +49.5% |
| YTD | +31.7% | +31.0% | +0.7% | +22.1% |
| 1Y | +22.4% | +32.3% | -9.9% | +13.3% |
| 3Y | +67.7% | +65.5% | +2.2% | +46.9% |
| 5Y | +15.7% | +37.2% | -21.5% | +5.3% |
| 10Y | +308.7% | +63.9% | +244.8% | +221.2% |
| All | +308.7% | +64.9% | +243.8% | +221.2% |
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