+51,691.8%
ADI vs KIM
+3,337.3%
+48,354.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -6.3% | +2.8% | -9.1% | -7.1% |
| 30D | -3.2% | +15.9% | -19.1% | -7.8% |
| 3M | +2.8% | +7.8% | -5.0% | +0.1% |
| 6M | -5.0% | +11.9% | -16.9% | -9.0% |
| YTD | +46.3% | +31.0% | +15.3% | +33.1% |
| 1Y | +71.6% | +32.3% | +39.3% | +55.6% |
| 3Y | +139.2% | +65.5% | +73.7% | +101.3% |
| 5Y | +136.4% | +37.2% | +99.2% | +110.1% |
| 10Y | +636.2% | +63.9% | +572.3% | +463.7% |
| All | +51,691.8% | +3,337.3% | +48,354.5% | +10,670.5% |
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