-77.0%
ADVB vs KIM
+33.1%
-110.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -2.5% |
| 7D | -29.5% | +10.6% | -40.1% | -25.4% |
| 30D | -66.9% | +17.5% | -84.4% | -64.3% |
| 3M | -73.7% | +4.7% | -78.4% | -72.3% |
| 6M | -64.8% | +13.1% | -77.9% | -64.7% |
| YTD | -64.0% | +32.1% | -96.1% | -66.3% |
| 1Y | -77.0% | +32.7% | -109.6% | -78.6% |
| All | -77.0% | +33.1% | -110.1% | -78.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling