-87.2%
ADVB vs KIM
+19.1%
-106.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -3.8% | +0.4% | -4.2% | -3.8% |
| 30D | +17.6% | -4.0% | +21.6% | +18.8% |
| 3M | +119.1% | +0.5% | +118.6% | +113.5% |
| 6M | +103.4% | +3.6% | +99.8% | +94.5% |
| YTD | +59.8% | +20.4% | +39.4% | +41.6% |
| 1Y | +8.5% | +9.7% | -1.2% | +1.3% |
| All | -87.2% | +19.1% | -106.3% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling