+134.9%
AS vs KIM
+43.0%
+91.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +6.9% | +4.1% | +2.9% | +4.7% |
| 30D | +16.0% | +16.8% | -0.8% | +6.6% |
| 3M | -12.8% | +5.7% | -18.5% | -15.5% |
| 6M | -15.4% | +9.7% | -25.1% | -19.9% |
| YTD | -15.7% | +30.2% | -46.0% | -27.4% |
| 1Y | +6.1% | +32.1% | -26.0% | -9.6% |
| All | +134.9% | +43.0% | +91.8% | +95.3% |
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