-30.6%
AR vs KIM
+137.5%
-168.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -14.3% | +4.1% | -18.3% | -16.2% |
| 30D | +1.4% | +16.8% | -15.4% | -6.6% |
| 3M | +3.4% | +5.7% | -2.3% | +0.1% |
| 6M | -2.1% | +9.7% | -11.7% | -7.5% |
| YTD | +4.7% | +30.2% | -25.5% | -10.2% |
| 1Y | +10.6% | +32.1% | -21.5% | -5.8% |
| 3Y | +24.6% | +58.6% | -34.0% | -5.8% |
| 5Y | +71.9% | +31.2% | +40.7% | +43.1% |
| 10Y | +46.4% | +66.7% | -20.3% | -12.9% |
| All | -30.6% | +137.5% | -168.2% | -62.8% |
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