+131.1%
ADI vs KIM
+35.1%
+96.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.4% |
| 7D | +1.3% | -1.5% | +2.8% | +2.1% |
| 30D | -6.0% | -1.7% | -4.3% | -5.2% |
| 3M | -7.7% | -7.1% | -0.6% | -4.7% |
| 6M | +14.0% | +2.9% | +11.1% | +11.1% |
| YTD | +34.4% | +18.8% | +15.5% | +20.7% |
| 1Y | +48.0% | +9.4% | +38.5% | +38.9% |
| 3Y | +113.3% | +44.6% | +68.7% | +68.8% |
| 5Y | +131.1% | +37.9% | +93.2% | +94.8% |
| All | +131.1% | +35.1% | +96.0% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling