-21.9%
AS vs KIM
+10.4%
-32.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.7% | +3.7% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | -19.6% | -4.0% | -15.6% | -18.1% |
| 3M | -14.4% | +0.5% | -14.9% | -15.3% |
| 6M | -20.1% | +3.6% | -23.7% | -22.3% |
| YTD | -20.9% | +20.4% | -41.4% | -26.3% |
| 1Y | -21.9% | +9.7% | -31.6% | -26.2% |
| All | -21.9% | +10.4% | -32.3% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling