+47.2%
AR vs KIM
+65.6%
-18.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | +5.8% | +14.1% | -8.4% | +1.6% |
| 3M | +5.2% | +6.0% | -0.8% | +3.3% |
| 6M | +5.4% | +13.2% | -7.8% | +0.9% |
| YTD | +12.4% | +30.4% | -18.0% | +1.3% |
| 1Y | +12.8% | +31.0% | -18.2% | +1.4% |
| 3Y | +47.2% | +67.6% | -20.4% | +17.0% |
| All | +47.2% | +65.6% | -18.4% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling