+1,196.5%
ADM vs KIM
+3,315.9%
-2,119.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -9.0% | +4.1% | -13.1% | -10.0% |
| 30D | -14.0% | +16.8% | -30.8% | -17.6% |
| 3M | -9.2% | +5.7% | -14.9% | -10.7% |
| 6M | -9.2% | +9.7% | -18.8% | -11.7% |
| YTD | +24.2% | +30.2% | -6.0% | +14.9% |
| 1Y | +27.0% | +32.1% | -5.1% | +17.0% |
| 3Y | +6.6% | +58.6% | -52.0% | -7.4% |
| 5Y | +25.0% | +31.2% | -6.2% | +12.8% |
| 10Y | +100.2% | +66.7% | +33.6% | +56.5% |
| All | +1,196.5% | +3,315.9% | -2,119.4% | +497.9% |
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