+999.8%
ARES vs KIM
+29.7%
+970.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.8% |
| 7D | -2.7% | -1.0% | -1.7% | -2.3% |
| 30D | -2.4% | -1.1% | -1.3% | -2.0% |
| 3M | +3.9% | -5.3% | +9.2% | +5.7% |
| 6M | +26.4% | +3.9% | +22.5% | +24.2% |
| YTD | -14.9% | +20.3% | -35.2% | -20.9% |
| 1Y | -20.4% | +10.4% | -30.9% | -23.7% |
| 3Y | +38.8% | +46.3% | -7.5% | +19.9% |
| 5Y | +97.0% | +37.6% | +59.4% | +75.6% |
| 10Y | +999.8% | +34.5% | +965.3% | +762.2% |
| All | +999.8% | +29.7% | +970.1% | +762.2% |
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