-97.4%
ADVB vs KIM
+29.3%
-126.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.0% | -8.6% | -9.5% |
| 7D | -28.0% | +5.0% | -33.0% | -28.2% |
| 30D | -70.2% | +15.8% | -86.0% | -70.9% |
| 3M | -76.1% | +4.3% | -80.3% | -75.9% |
| 6M | -72.3% | +11.4% | -83.7% | -73.4% |
| YTD | -67.5% | +30.8% | -98.3% | -71.3% |
| 1Y | -78.6% | +31.4% | -110.0% | -81.1% |
| All | -97.4% | +29.3% | -126.7% | -97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling