+293.1%
AFL vs KIM
+33.1%
+260.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -3.3% | -1.5% | -1.8% | -2.7% |
| 30D | -5.0% | -1.7% | -3.3% | -4.3% |
| 3M | -1.8% | -7.1% | +5.4% | +1.2% |
| 6M | +4.8% | +2.9% | +2.0% | +3.3% |
| YTD | +5.4% | +18.8% | -13.4% | -2.3% |
| 1Y | +9.0% | +9.4% | -0.4% | +4.4% |
| 3Y | +63.0% | +44.6% | +18.5% | +35.8% |
| 5Y | +134.5% | +37.9% | +96.6% | +94.8% |
| All | +293.1% | +33.1% | +260.0% | +163.8% |
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