-36.1%
AUR vs KIM
+35.1%
-71.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.5% |
| 7D | +0.2% | -1.5% | +1.6% | +1.6% |
| 30D | -8.9% | -1.7% | -7.2% | -7.6% |
| 3M | +4.6% | -7.1% | +11.8% | +11.1% |
| 6M | +44.9% | +2.9% | +42.0% | +37.5% |
| YTD | +64.8% | +18.8% | +46.0% | +33.7% |
| 1Y | +16.4% | +9.4% | +6.9% | +2.5% |
| 3Y | +85.1% | +44.6% | +40.5% | +22.8% |
| 5Y | -36.1% | +37.9% | -74.1% | -50.3% |
| All | -36.1% | +35.1% | -71.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling