+44.6%
AU vs KIM
+33.1%
+11.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.6% | +4.4% | +7.2% |
| 7D | +0.8% | +10.6% | -9.8% | -1.0% |
| 30D | -7.0% | +17.5% | -24.4% | -9.9% |
| 3M | +8.5% | +4.7% | +3.8% | +8.2% |
| 6M | -1.3% | +13.1% | -14.4% | -6.0% |
| YTD | +6.8% | +32.1% | -25.3% | +1.6% |
| 1Y | +44.6% | +32.7% | +12.0% | +36.9% |
| All | +44.6% | +33.1% | +11.5% | +36.9% |
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