-97.1%
ADVB vs KIM
+29.6%
-126.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | -4.1% | +2.8% | -6.9% | -4.2% |
| 30D | -60.3% | +15.9% | -76.1% | -61.1% |
| 3M | -73.3% | +7.8% | -81.1% | -73.4% |
| 6M | -65.9% | +11.9% | -77.8% | -67.3% |
| YTD | -63.9% | +31.0% | -94.9% | -68.2% |
| 1Y | -74.1% | +32.3% | -106.5% | -77.3% |
| All | -97.1% | +29.6% | -126.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling