+131.9%
AS vs KIM
+43.6%
+88.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -3.0% | -1.0% | -2.0% | -2.5% |
| 30D | +9.6% | +14.8% | -5.2% | +1.7% |
| 3M | -8.2% | +8.1% | -16.3% | -12.1% |
| 6M | -9.9% | +11.7% | -21.6% | -15.6% |
| YTD | -16.8% | +30.7% | -47.5% | -28.5% |
| 1Y | +3.0% | +29.7% | -26.8% | -11.2% |
| All | +131.9% | +43.6% | +88.4% | +92.5% |
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 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