+1,164.6%
ARES vs KIM
+85.1%
+1,079.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | +0.3% | -4.0% | +4.3% | +1.6% |
| 3M | +8.5% | +0.5% | +7.9% | +8.0% |
| 6M | +23.5% | +3.6% | +19.9% | +21.5% |
| YTD | -11.2% | +20.4% | -31.7% | -17.3% |
| 1Y | -19.3% | +9.7% | -29.0% | -22.3% |
| 3Y | +48.7% | +46.0% | +2.7% | +29.4% |
| 5Y | +106.5% | +34.4% | +72.1% | +86.1% |
| 10Y | +1,055.3% | +29.3% | +1,026.0% | +827.6% |
| All | +1,164.6% | +85.1% | +1,079.5% | +902.9% |
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