-63.5%
AVTR vs KIM
+37.7%
-101.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.5% |
| 7D | +7.4% | -0.3% | +7.7% | +7.6% |
| 30D | +12.2% | -1.7% | +13.9% | +13.1% |
| 3M | +57.4% | -0.8% | +58.2% | +57.5% |
| 6M | +86.7% | +4.4% | +82.3% | +81.4% |
| YTD | +33.1% | +21.2% | +11.8% | +19.0% |
| 1Y | +16.1% | +10.5% | +5.6% | +9.3% |
| 3Y | -24.6% | +47.5% | -72.1% | -38.6% |
| 5Y | -63.5% | +37.1% | -100.6% | -69.0% |
| All | -63.5% | +37.7% | -101.2% | -69.0% |
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