+314.7%
A vs KIM
+63.6%
+251.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | 0.0% | +14.1% | -14.1% | -3.4% |
| 3M | +16.7% | +6.0% | +10.7% | +14.8% |
| 6M | +54.8% | +13.2% | +41.6% | +49.4% |
| YTD | +28.8% | +30.4% | -1.6% | +19.6% |
| 1Y | +19.3% | +31.0% | -11.7% | +10.6% |
| 3Y | +65.5% | +67.6% | -2.1% | +44.5% |
| 5Y | +12.1% | +35.8% | -23.7% | +2.2% |
| All | +314.7% | +63.6% | +251.1% | +231.6% |
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 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