+186.7%
B vs KIM
+64.5%
+122.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +9.6% | +4.1% | +5.5% | +9.2% |
| 30D | +3.5% | +16.8% | -13.3% | +2.0% |
| 3M | -1.6% | +5.7% | -7.3% | -2.1% |
| 6M | -1.7% | +9.7% | -11.3% | -2.6% |
| YTD | -5.3% | +30.2% | -35.5% | -7.8% |
| 1Y | +27.2% | +32.1% | -4.9% | +23.7% |
| 3Y | +166.1% | +58.6% | +107.5% | +154.1% |
| 5Y | +136.5% | +31.2% | +105.3% | +127.7% |
| All | +186.7% | +64.5% | +122.2% | +216.6% |
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