+114.5%
ADI vs KIM
+47.7%
+66.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +2.4% | -0.3% | +2.8% | +2.6% |
| 30D | -6.6% | -1.7% | -4.9% | -5.9% |
| 3M | -9.8% | -0.8% | -9.0% | -10.2% |
| 6M | +15.7% | +4.4% | +11.3% | +12.1% |
| YTD | +35.1% | +21.2% | +13.9% | +20.8% |
| 1Y | +47.7% | +10.5% | +37.2% | +38.6% |
| 3Y | +114.5% | +47.5% | +67.0% | +74.3% |
| All | +114.5% | +47.7% | +66.7% | +74.3% |
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 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