+139.2%
ADI vs KIM
+65.6%
+73.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -6.3% | +2.8% | -9.1% | -7.3% |
| 30D | -3.2% | +15.9% | -19.1% | -9.2% |
| 3M | +2.8% | +7.8% | -5.0% | -0.6% |
| 6M | -5.0% | +11.9% | -16.9% | -10.8% |
| YTD | +46.3% | +31.0% | +15.3% | +25.7% |
| 1Y | +71.6% | +32.3% | +39.3% | +46.5% |
| 3Y | +139.2% | +65.5% | +73.7% | +83.8% |
| All | +139.2% | +65.6% | +73.6% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling