+248.9%
A vs KIM
+29.7%
+219.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -4.4% | -1.0% | -3.4% | -4.2% |
| 30D | -2.7% | -1.1% | -1.6% | -2.4% |
| 3M | +7.0% | -5.3% | +12.4% | +8.4% |
| 6M | +24.6% | +3.9% | +20.7% | +23.1% |
| YTD | +7.0% | +20.3% | -13.3% | +1.5% |
| 1Y | +15.6% | +10.4% | +5.1% | +12.1% |
| 3Y | +29.9% | +46.3% | -16.4% | +17.3% |
| 5Y | -15.4% | +37.6% | -53.0% | -22.6% |
| 10Y | +248.9% | +34.5% | +214.4% | +202.7% |
| All | +248.9% | +29.7% | +219.2% | +202.7% |
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