+48.7%
ADP vs KIM
+34.6%
+14.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +10.6% | +14.1% | -3.6% | +5.1% |
| 3M | +12.9% | +6.0% | +6.9% | +10.4% |
| 6M | +50.6% | +13.2% | +37.4% | +43.4% |
| YTD | +23.2% | +30.4% | -7.2% | +10.6% |
| 1Y | +25.3% | +31.0% | -5.8% | +12.2% |
| 3Y | +47.1% | +67.6% | -20.5% | +16.3% |
| All | +48.7% | +34.6% | +14.1% | +29.0% |
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 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