+293.9%
AA vs KIM
+3,350.7%
-3,056.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.0% | +4.7% | +5.3% |
| 7D | +4.8% | +2.8% | +2.0% | +3.4% |
| 30D | -0.6% | +16.3% | -17.0% | -8.0% |
| 3M | -16.3% | +6.6% | -22.9% | -19.1% |
| 6M | -33.4% | +12.3% | -45.7% | -37.6% |
| YTD | -20.7% | +31.6% | -52.2% | -31.8% |
| 1Y | +12.9% | +31.5% | -18.6% | -3.1% |
| 3Y | +75.7% | +68.0% | +7.7% | +34.1% |
| 5Y | -6.8% | +38.7% | -45.5% | -21.1% |
| 10Y | +53.6% | +65.7% | -12.1% | +10.9% |
| All | +293.9% | +3,350.7% | -3,056.8% | -5.4% |
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 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