+200.5%
B vs KIM
+65.6%
+134.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +11.3% | +2.8% | +8.5% | +11.1% |
| 30D | +2.9% | +16.3% | -13.4% | +1.5% |
| 3M | -2.9% | +6.6% | -9.5% | -3.5% |
| 6M | -1.2% | +12.3% | -13.5% | -2.4% |
| YTD | -1.3% | +31.6% | -32.9% | -4.0% |
| 1Y | +30.4% | +31.5% | -1.1% | +26.9% |
| 3Y | +195.3% | +68.0% | +127.3% | +180.6% |
| 5Y | +146.2% | +38.7% | +107.5% | +136.5% |
| 10Y | +200.5% | +65.7% | +134.8% | +236.0% |
| All | +200.5% | +65.6% | +134.9% | +236.0% |
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 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