-96.5%
ADVB vs KIM
+28.9%
-125.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +0.4% | -23.9% | -23.6% |
| 7D | +27.8% | +0.1% | +27.7% | +27.8% |
| 30D | -50.8% | +14.1% | -64.9% | -51.7% |
| 3M | -70.5% | +6.0% | -76.5% | -70.5% |
| 6M | -46.7% | +13.2% | -60.0% | -49.4% |
| YTD | -56.7% | +30.4% | -87.1% | -61.8% |
| 1Y | -71.8% | +31.0% | -102.8% | -75.2% |
| All | -96.5% | +28.9% | -125.5% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling