+1,121.7%
ARES vs KIM
+100.2%
+1,021.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.5% | +4.1% | +0.5% | +3.2% |
| 30D | +15.7% | +16.8% | -1.0% | +9.8% |
| 3M | -2.0% | +5.7% | -7.7% | -3.8% |
| 6M | +10.4% | +9.7% | +0.7% | +6.8% |
| YTD | -14.2% | +30.2% | -44.5% | -22.1% |
| 1Y | -7.8% | +32.1% | -39.9% | -16.7% |
| 3Y | +41.4% | +58.6% | -17.2% | +19.9% |
| 5Y | +83.7% | +31.2% | +52.5% | +65.6% |
| 10Y | +1,204.1% | +66.7% | +1,137.4% | +894.9% |
| All | +1,121.7% | +100.2% | +1,021.6% | +844.1% |
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