+49.1%
ADP vs KIM
+31.1%
+18.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.2% | +4.1% | -0.8% | +1.7% |
| 30D | +14.9% | +16.8% | -1.9% | +8.4% |
| 3M | +11.6% | +5.7% | +5.9% | +9.2% |
| 6M | +48.5% | +9.7% | +38.8% | +43.0% |
| YTD | +20.6% | +30.2% | -9.7% | +8.3% |
| 1Y | +23.7% | +32.1% | -8.4% | +10.5% |
| 3Y | +47.8% | +58.6% | -10.8% | +19.8% |
| All | +49.1% | +31.1% | +18.0% | +28.2% |
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