+9.1%
AON vs KIM
+35.1%
-25.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -5.9% | -1.5% | -4.4% | -5.5% |
| 30D | -13.7% | -1.7% | -12.0% | -13.2% |
| 3M | -8.3% | -7.1% | -1.1% | -6.2% |
| 6M | -3.6% | +2.9% | -6.5% | -4.6% |
| YTD | -12.4% | +18.8% | -31.2% | -17.0% |
| 1Y | -14.6% | +9.4% | -24.1% | -17.2% |
| 3Y | -5.7% | +44.6% | -50.3% | -17.8% |
| 5Y | +9.1% | +37.9% | -28.8% | -2.7% |
| All | +9.1% | +35.1% | -25.9% | -2.7% |
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