+102.6%
ARES vs KIM
+37.7%
+64.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +1.3% | -1.7% | +3.0% | +2.3% |
| 3M | +10.4% | -0.8% | +11.2% | +10.3% |
| 6M | +29.0% | +4.4% | +24.6% | +24.4% |
| YTD | -12.2% | +21.2% | -33.4% | -23.7% |
| 1Y | -18.4% | +10.5% | -29.0% | -24.6% |
| 3Y | +43.2% | +47.5% | -4.3% | +6.4% |
| 5Y | +102.6% | +37.1% | +65.5% | +64.7% |
| All | +102.6% | +37.7% | +64.9% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling