+368.4%
ALL vs KIM
+64.9%
+303.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -0.1% | +2.8% | -2.9% | -1.0% |
| 30D | +13.8% | +15.9% | -2.1% | +8.9% |
| 3M | -2.8% | +7.8% | -10.5% | -4.9% |
| 6M | +23.7% | +11.9% | +11.8% | +19.4% |
| YTD | +27.3% | +31.0% | -3.8% | +17.2% |
| 1Y | +30.5% | +32.3% | -1.8% | +19.8% |
| 3Y | +113.0% | +65.5% | +47.5% | +81.2% |
| 5Y | +157.6% | +37.2% | +120.4% | +128.4% |
| 10Y | +368.4% | +63.9% | +304.5% | +241.1% |
| All | +368.4% | +64.9% | +303.4% | +241.1% |
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