+120.4%
AS vs KIM
+32.3%
+88.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.7% | +3.7% |
| 7D | -4.9% | +0.4% | -5.3% | -5.2% |
| 30D | -19.6% | -4.0% | -15.6% | -17.8% |
| 3M | -14.4% | +0.5% | -14.9% | -15.1% |
| 6M | -20.1% | +3.6% | -23.7% | -22.0% |
| YTD | -20.9% | +20.4% | -41.4% | -28.9% |
| 1Y | -21.9% | +9.7% | -31.6% | -26.1% |
| All | +120.4% | +32.3% | +88.1% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling