+369.5%
AA vs KIM
+3,058.9%
-2,689.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +5.0% | -4.0% | +9.0% | +7.0% |
| 3M | -35.8% | +0.5% | -36.4% | -36.4% |
| 6M | -18.4% | +3.6% | -22.0% | -20.4% |
| YTD | -5.5% | +20.4% | -25.9% | -15.0% |
| 1Y | +61.0% | +9.7% | +51.3% | +51.2% |
| 3Y | +66.2% | +46.0% | +20.2% | +36.4% |
| 5Y | +11.4% | +34.4% | -23.1% | -4.1% |
| 10Y | +116.9% | +29.3% | +87.6% | +75.6% |
| All | +369.5% | +3,058.9% | -2,689.4% | +18.1% |
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