+197.7%
AON vs KIM
+32.5%
+165.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | -6.3% | -1.7% | -4.6% | -5.9% |
| 30D | -14.1% | -3.0% | -11.1% | -13.5% |
| 3M | -9.5% | -8.9% | -0.6% | -7.5% |
| 6M | -4.0% | +2.4% | -6.4% | -4.6% |
| YTD | -13.8% | +18.3% | -32.1% | -17.1% |
| 1Y | -18.3% | +8.2% | -26.5% | -19.9% |
| 3Y | -7.2% | +44.0% | -51.2% | -15.6% |
| 5Y | +7.3% | +37.3% | -30.0% | -1.9% |
| All | +197.7% | +32.5% | +165.1% | +153.0% |
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