+44.3%
AR vs KIM
+29.7%
+14.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -1.2% | -1.0% | -0.2% | -0.7% |
| 30D | +5.5% | -1.1% | +6.6% | +6.1% |
| 3M | +12.9% | -5.3% | +18.2% | +15.9% |
| 6M | +0.1% | +3.9% | -3.8% | -3.0% |
| YTD | +13.5% | +20.3% | -6.8% | +1.2% |
| 1Y | +21.6% | +10.4% | +11.1% | +13.5% |
| 3Y | +46.0% | +46.3% | -0.3% | +13.5% |
| 5Y | +143.7% | +37.6% | +106.2% | +95.9% |
| 10Y | +44.3% | +34.5% | +9.8% | -9.9% |
| All | +44.3% | +29.7% | +14.6% | -9.9% |
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