+2.6%
AVTR vs KIM
+81.6%
-79.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -2.0% | -1.5% | -0.6% | -1.5% |
| 30D | +8.1% | -1.7% | +9.7% | +8.6% |
| 3M | +54.2% | -7.1% | +61.3% | +57.9% |
| 6M | +82.6% | +2.9% | +79.7% | +80.2% |
| YTD | +29.8% | +18.8% | +11.0% | +21.7% |
| 1Y | +18.0% | +9.4% | +8.6% | +14.0% |
| 3Y | -26.4% | +44.6% | -71.0% | -35.1% |
| 5Y | -64.8% | +37.9% | -102.8% | -68.7% |
| All | +2.6% | +81.6% | -79.0% | -9.6% |
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