+1,157.4%
ARES vs KIM
+100.9%
+1,056.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +0.8% | -1.0% | +1.8% | +1.1% |
| 30D | +16.7% | +14.8% | +1.9% | +11.4% |
| 3M | -2.6% | +8.1% | -10.8% | -5.1% |
| 6M | +13.0% | +11.7% | +1.3% | +8.6% |
| YTD | -11.7% | +30.7% | -42.5% | -20.0% |
| 1Y | -6.7% | +29.7% | -36.4% | -15.2% |
| 3Y | +40.5% | +65.1% | -24.6% | +17.7% |
| 5Y | +88.2% | +34.7% | +53.6% | +68.7% |
| 10Y | +1,131.0% | +64.1% | +1,066.9% | +840.8% |
| All | +1,157.4% | +100.9% | +1,056.4% | +870.5% |
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