+5,432.0%
AON vs KIM
+3,080.3%
+2,351.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.4% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -11.9% | -1.7% | -10.2% | -11.5% |
| 3M | -2.9% | -0.8% | -2.0% | -2.7% |
| 6M | -6.8% | +4.4% | -11.2% | -7.9% |
| YTD | -10.1% | +21.2% | -31.3% | -14.2% |
| 1Y | -14.2% | +10.5% | -24.8% | -16.4% |
| 3Y | -3.3% | +47.5% | -50.8% | -12.9% |
| 5Y | +13.6% | +37.1% | -23.5% | +3.1% |
| 10Y | +209.2% | +29.5% | +179.7% | +163.7% |
| All | +5,432.0% | +3,080.3% | +2,351.6% | +1,952.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling