+17.2%
ABNB vs KIM
+105.3%
-88.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -7.4% | -1.0% | -6.5% | -7.0% |
| 30D | -8.2% | -1.1% | -7.1% | -7.6% |
| 3M | +29.1% | -5.3% | +34.5% | +32.7% |
| 6M | +26.6% | +3.9% | +22.6% | +23.0% |
| YTD | +25.0% | +20.3% | +4.7% | +11.4% |
| 1Y | +37.0% | +10.4% | +26.6% | +28.1% |
| 3Y | +16.3% | +46.3% | -30.0% | -10.3% |
| 5Y | +2.2% | +37.6% | -35.4% | -14.3% |
| All | +17.2% | +105.3% | -88.1% | +2.5% |
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 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