-97.3%
ADVB vs KIM
+28.8%
-126.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | -13.9% | +4.1% | -18.0% | -14.1% |
| 30D | -68.1% | +16.8% | -84.9% | -68.9% |
| 3M | -73.4% | +5.7% | -79.1% | -73.4% |
| 6M | -70.8% | +9.7% | -80.5% | -71.8% |
| YTD | -66.1% | +30.2% | -96.3% | -70.1% |
| 1Y | -77.5% | +32.1% | -109.6% | -80.3% |
| All | -97.3% | +28.8% | -126.1% | -97.8% |
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