+18.5%
ADP vs KIM
+46.2%
-27.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | +2.8% | -4.0% | +6.8% | +4.0% |
| 3M | +20.9% | +0.5% | +20.4% | +20.7% |
| 6M | +29.9% | +3.6% | +26.3% | +28.3% |
| YTD | +9.6% | +20.4% | -10.8% | +3.2% |
| 1Y | -5.3% | +9.7% | -15.0% | -8.3% |
| All | +18.5% | +46.2% | -27.7% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling