+347.3%
AHR vs KIM
+29.8%
+317.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -3.0% | -1.5% | -1.6% | -2.3% |
| 30D | +2.6% | -1.7% | +4.3% | +3.5% |
| 3M | +16.0% | -7.1% | +23.2% | +20.4% |
| 6M | +3.1% | +2.9% | +0.2% | +1.9% |
| YTD | +16.0% | +18.8% | -2.8% | +7.4% |
| 1Y | +28.0% | +9.4% | +18.5% | +23.1% |
| All | +347.3% | +29.8% | +317.5% | +292.6% |
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