+41.6%
AA vs KIM
+63.6%
-22.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -0.6% | +14.1% | -14.7% | -8.4% |
| 3M | -19.7% | +6.0% | -25.7% | -22.6% |
| 6M | -41.6% | +13.2% | -54.8% | -46.3% |
| YTD | -24.6% | +30.4% | -55.0% | -37.1% |
| 1Y | +4.9% | +31.0% | -26.2% | -12.9% |
| 3Y | +66.8% | +67.6% | -0.8% | +19.2% |
| 5Y | -19.4% | +35.8% | -55.2% | -34.5% |
| All | +41.6% | +63.6% | -22.0% | -12.3% |
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 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