-14.8%
AA vs KIM
+31.1%
-45.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.2% |
| 7D | +0.9% | +4.1% | -3.2% | -2.0% |
| 30D | -6.7% | +16.8% | -23.5% | -17.0% |
| 3M | -16.3% | +5.7% | -22.0% | -20.0% |
| 6M | -37.1% | +9.7% | -46.8% | -42.1% |
| YTD | -25.0% | +30.2% | -55.2% | -40.7% |
| 1Y | +8.6% | +32.1% | -23.5% | -15.4% |
| 3Y | +57.2% | +58.6% | -1.4% | +3.1% |
| All | -14.8% | +31.1% | -45.9% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling