+272.5%
AA vs KIM
+3,315.9%
-3,043.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +0.9% | +4.1% | -3.2% | -1.0% |
| 30D | -6.7% | +16.8% | -23.5% | -13.8% |
| 3M | -16.3% | +5.7% | -22.0% | -18.9% |
| 6M | -37.1% | +9.7% | -46.8% | -40.4% |
| YTD | -25.0% | +30.2% | -55.2% | -35.2% |
| 1Y | +8.6% | +32.1% | -23.5% | -7.1% |
| 3Y | +57.2% | +58.6% | -1.4% | +23.5% |
| 5Y | -13.0% | +31.2% | -44.2% | -24.5% |
| 10Y | +65.5% | +66.7% | -1.1% | +19.1% |
| All | +272.5% | +3,315.9% | -3,043.5% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling