+778.3%
AU vs KIM
+730.8%
+47.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +12.8% | -1.7% | +14.5% | +13.1% |
| 3M | +28.5% | -0.8% | +29.3% | +28.4% |
| 6M | +4.8% | +4.4% | +0.4% | +4.0% |
| YTD | +31.0% | +21.2% | +9.7% | +26.6% |
| 1Y | +81.4% | +10.5% | +70.9% | +78.0% |
| 3Y | +618.4% | +47.5% | +570.9% | +568.0% |
| 5Y | +686.3% | +37.1% | +649.2% | +633.7% |
| 10Y | +664.5% | +29.5% | +635.0% | +581.2% |
| All | +778.3% | +730.8% | +47.5% | +578.4% |
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