+105.5%
B vs KIM
+34.6%
+71.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -3.3% | +14.1% | -17.5% | -6.6% |
| 3M | -7.8% | +6.0% | -13.8% | -9.2% |
| 6M | -15.5% | +13.2% | -28.8% | -18.5% |
| YTD | -12.3% | +30.4% | -42.6% | -18.6% |
| 1Y | +5.4% | +31.0% | -25.7% | -2.4% |
| 3Y | +165.5% | +67.6% | +97.9% | +125.9% |
| All | +105.5% | +34.6% | +71.0% | +84.1% |
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