+162.4%
ADM vs KIM
+29.1%
+133.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -0.1% | -0.3% | +0.3% | 0.0% |
| 30D | +11.0% | -1.7% | +12.7% | +11.5% |
| 3M | +6.0% | -0.8% | +6.8% | +6.1% |
| 6M | +26.9% | +4.4% | +22.5% | +24.9% |
| YTD | +50.0% | +21.2% | +28.8% | +41.3% |
| 1Y | +39.6% | +10.5% | +29.1% | +35.0% |
| 3Y | +18.5% | +47.5% | -29.0% | +4.3% |
| 5Y | +62.6% | +37.1% | +25.5% | +44.2% |
| 10Y | +162.4% | +29.5% | +132.9% | +109.1% |
| All | +162.4% | +29.1% | +133.3% | +109.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling