+364.8%
ALL vs KIM
+29.7%
+335.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | -2.2% | -1.0% | -1.3% | -2.0% |
| 30D | -5.6% | -1.1% | -4.5% | -5.3% |
| 3M | +17.2% | -5.3% | +22.6% | +19.1% |
| 6M | +23.2% | +3.9% | +19.3% | +21.6% |
| YTD | +23.6% | +20.3% | +3.3% | +16.8% |
| 1Y | +29.2% | +10.4% | +18.7% | +25.0% |
| 3Y | +153.8% | +46.3% | +107.5% | +123.8% |
| 5Y | +116.1% | +37.6% | +78.5% | +91.8% |
| 10Y | +364.8% | +34.5% | +330.3% | +260.9% |
| All | +364.8% | +29.7% | +335.1% | +260.9% |
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