+16.8%
AON vs KIM
+34.6%
-17.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +23.2% | +14.1% | +9.1% | +18.0% |
| 3M | -5.0% | +6.0% | -11.0% | -6.8% |
| 6M | +9.3% | +13.2% | -3.9% | +5.0% |
| YTD | -3.4% | +30.4% | -33.8% | -11.5% |
| 1Y | -2.9% | +31.0% | -33.9% | -11.2% |
| 3Y | +3.6% | +67.6% | -64.0% | -14.9% |
| All | +16.8% | +34.6% | -17.7% | +5.4% |
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