+102.6%
ADM vs KIM
+65.6%
+37.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -7.8% | +2.8% | -10.7% | -8.6% |
| 30D | -12.6% | +16.3% | -28.9% | -16.3% |
| 3M | -8.2% | +6.6% | -14.9% | -10.0% |
| 6M | -8.9% | +12.3% | -21.2% | -12.2% |
| YTD | +24.0% | +31.6% | -7.6% | +13.9% |
| 1Y | +26.2% | +31.5% | -5.4% | +15.9% |
| 3Y | +7.0% | +68.0% | -61.0% | -9.3% |
| 5Y | +24.9% | +38.7% | -13.8% | +10.2% |
| 10Y | +102.6% | +65.7% | +36.9% | +52.0% |
| All | +102.6% | +65.6% | +37.1% | +52.0% |
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