-34.9%
AUR vs KIM
+39.2%
-74.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.1% |
| 7D | +19.2% | -0.3% | +19.6% | +19.5% |
| 30D | -7.8% | -1.7% | -6.1% | -6.5% |
| 3M | +4.0% | -0.8% | +4.8% | +3.5% |
| 6M | +45.0% | +4.4% | +40.6% | +36.6% |
| YTD | +69.5% | +21.2% | +48.3% | +37.8% |
| 1Y | +13.0% | +10.5% | +2.5% | 0.0% |
| 3Y | +90.4% | +47.5% | +42.9% | +30.7% |
| 5Y | -34.2% | +37.1% | -71.3% | -48.3% |
| All | -34.9% | +39.2% | -74.1% | -48.8% |
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