-35.7%
AUR vs KIM
+35.8%
-71.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +1.4% | -1.7% | +3.2% | +3.0% |
| 30D | -6.4% | -3.0% | -3.4% | -4.1% |
| 3M | +7.7% | -8.9% | +16.6% | +15.8% |
| 6M | +44.5% | +2.4% | +42.1% | +38.4% |
| YTD | +67.4% | +18.3% | +49.1% | +39.0% |
| 1Y | +15.4% | +8.2% | +7.3% | +4.0% |
| 3Y | +94.8% | +44.0% | +50.8% | +36.5% |
| 5Y | -35.1% | +37.3% | -72.5% | -47.9% |
| All | -35.7% | +35.8% | -71.5% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling