+7.2%
AVTR vs KIM
+99.3%
-92.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | -1.0% | +14.1% | -15.1% | -5.5% |
| 3M | +12.2% | +6.0% | +6.2% | +9.8% |
| 6M | +97.5% | +13.2% | +84.2% | +88.4% |
| YTD | +35.6% | +30.4% | +5.2% | +23.0% |
| 1Y | +32.8% | +31.0% | +1.8% | +20.2% |
| 3Y | -16.5% | +67.6% | -84.1% | -29.8% |
| 5Y | -59.1% | +35.8% | -94.9% | -63.7% |
| All | +7.2% | +99.3% | -92.1% | -8.7% |
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