+363.8%
ALL vs KIM
+65.6%
+298.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -3.9% | +2.8% | -6.7% | -4.7% |
| 30D | +10.6% | +16.3% | -5.7% | +5.7% |
| 3M | -4.6% | +6.6% | -11.2% | -6.4% |
| 6M | +20.2% | +12.3% | +7.9% | +16.0% |
| YTD | +23.7% | +31.6% | -7.9% | +13.8% |
| 1Y | +27.9% | +31.5% | -3.6% | +17.6% |
| 3Y | +109.2% | +68.0% | +41.2% | +77.2% |
| 5Y | +148.0% | +38.7% | +109.3% | +119.3% |
| 10Y | +363.8% | +65.7% | +298.1% | +237.6% |
| All | +363.8% | +65.6% | +298.2% | +237.6% |
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 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