+64.2%
ADM vs KIM
+34.4%
+29.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +3.8% | +0.4% | +3.3% | +3.6% |
| 30D | +9.8% | -4.0% | +13.7% | +11.1% |
| 3M | +2.1% | +0.5% | +1.6% | +1.7% |
| 6M | +27.5% | +3.6% | +23.9% | +25.5% |
| YTD | +50.2% | +20.4% | +29.8% | +40.3% |
| 1Y | +40.6% | +9.7% | +30.9% | +35.4% |
| 3Y | +17.2% | +46.0% | -28.8% | +1.1% |
| All | +64.2% | +34.4% | +29.8% | +43.6% |
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