+22,026.1%
AZO vs KIM
+3,054.9%
+18,971.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -0.8% | -1.0% | +0.2% | -0.6% |
| 30D | -5.1% | -1.1% | -4.0% | -4.9% |
| 3M | -7.2% | -5.3% | -1.9% | -6.0% |
| 6M | -20.7% | +3.9% | -24.7% | -21.5% |
| YTD | -14.2% | +20.3% | -34.4% | -17.9% |
| 1Y | -32.2% | +10.4% | -42.6% | -33.8% |
| 3Y | +11.1% | +46.3% | -35.2% | +0.3% |
| 5Y | +87.6% | +37.6% | +50.0% | +69.6% |
| 10Y | +302.9% | +34.5% | +268.4% | +240.0% |
| All | +22,026.1% | +3,054.9% | +18,971.2% | +5,153.9% |
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