+124.8%
AA vs KIM
+29.1%
+95.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +3.1% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | +3.3% | -1.7% | +5.0% | +4.3% |
| 3M | -29.4% | -0.8% | -28.6% | -29.5% |
| 6M | -12.8% | +4.4% | -17.2% | -15.9% |
| YTD | -2.1% | +21.2% | -23.4% | -14.4% |
| 1Y | +62.8% | +10.5% | +52.2% | +50.0% |
| 3Y | +90.5% | +47.5% | +43.0% | +47.7% |
| 5Y | +19.1% | +37.1% | -18.0% | -3.0% |
| 10Y | +124.8% | +29.5% | +95.3% | +56.4% |
| All | +124.8% | +29.1% | +95.7% | +56.4% |
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