+640.3%
ADI vs KIM
+64.0%
+576.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +0.7% | -1.0% | +1.7% | +1.1% |
| 30D | +0.7% | +14.8% | -14.1% | -4.0% |
| 3M | +6.5% | +8.1% | -1.7% | +3.5% |
| 6M | -2.7% | +11.7% | -14.3% | -6.9% |
| YTD | +52.2% | +30.7% | +21.5% | +37.6% |
| 1Y | +77.5% | +29.7% | +47.7% | +60.9% |
| 3Y | +148.8% | +65.1% | +83.7% | +107.4% |
| 5Y | +142.9% | +34.7% | +108.2% | +114.9% |
| All | +640.3% | +64.0% | +576.3% | +426.3% |
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