+174.6%
ARM vs KIM
+57.0%
+117.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.2% | +4.8% |
| 7D | -15.2% | +4.1% | -19.3% | -16.0% |
| 30D | -40.7% | +16.8% | -57.5% | -43.1% |
| 3M | -39.1% | +5.7% | -44.8% | -39.9% |
| 6M | -26.4% | +9.7% | -36.1% | -29.4% |
| YTD | +59.7% | +30.2% | +29.5% | +41.3% |
| 1Y | +10.3% | +32.1% | -21.8% | -3.3% |
| 3Y | +228.9% | +58.6% | +170.3% | +163.6% |
| All | +174.6% | +57.0% | +117.6% | +125.5% |
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 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