-97.2%
ADVB vs KIM
+30.1%
-127.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.5% |
| 7D | -1.2% | +2.8% | -4.0% | -1.3% |
| 30D | -61.4% | +16.3% | -77.7% | -62.2% |
| 3M | -67.8% | +6.6% | -74.5% | -67.8% |
| 6M | -66.9% | +12.3% | -79.2% | -68.2% |
| YTD | -64.9% | +31.6% | -96.5% | -69.1% |
| 1Y | -74.8% | +31.5% | -106.3% | -77.7% |
| All | -97.2% | +30.1% | -127.3% | -97.7% |
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