+193.0%
ARM vs KIM
+58.6%
+134.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.5% |
| 7D | -5.3% | +2.8% | -8.2% | -5.9% |
| 30D | -30.0% | +16.3% | -46.4% | -32.8% |
| 3M | -34.1% | +6.6% | -40.7% | -35.1% |
| 6M | -12.6% | +12.3% | -25.0% | -16.9% |
| YTD | +70.4% | +31.6% | +38.9% | +50.4% |
| 1Y | +22.3% | +31.5% | -9.2% | +7.7% |
| 3Y | +261.2% | +68.0% | +193.2% | +178.8% |
| All | +193.0% | +58.6% | +134.4% | +140.1% |
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 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