+513.8%
AU vs KIM
+65.6%
+448.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -2.9% | +14.1% | -17.0% | -5.8% |
| 3M | -8.7% | +6.0% | -14.7% | -9.8% |
| 6M | -14.1% | +13.2% | -27.4% | -17.0% |
| YTD | +4.8% | +30.4% | -25.6% | -1.8% |
| 1Y | +11.9% | +31.0% | -19.1% | +4.7% |
| 3Y | +513.8% | +67.6% | +446.2% | +371.2% |
| All | +513.8% | +65.6% | +448.3% | +371.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling