+47,603.0%
ADI vs KIM
+3,058.9%
+44,544.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | -3.8% | -4.0% | +0.2% | -2.6% |
| 3M | -15.3% | +0.5% | -15.8% | -15.8% |
| 6M | +6.7% | +3.6% | +3.1% | +5.0% |
| YTD | +34.8% | +20.4% | +14.3% | +26.2% |
| 1Y | +49.0% | +9.7% | +39.3% | +43.7% |
| 3Y | +108.1% | +46.0% | +62.1% | +82.3% |
| 5Y | +142.4% | +34.4% | +108.0% | +117.0% |
| 10Y | +589.9% | +29.3% | +560.6% | +469.4% |
| All | +47,603.0% | +3,058.9% | +44,544.1% | +10,109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling