+443.1%
B vs KIM
+3,058.9%
-2,615.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +9.4% | -4.0% | +13.4% | +9.9% |
| 3M | +5.0% | +0.5% | +4.4% | +4.8% |
| 6M | -3.5% | +3.6% | -7.2% | -4.0% |
| YTD | +4.5% | +20.4% | -16.0% | +2.2% |
| 1Y | +67.8% | +9.7% | +58.1% | +65.7% |
| 3Y | +196.7% | +46.0% | +150.7% | +183.2% |
| 5Y | +151.9% | +34.4% | +117.5% | +141.5% |
| 10Y | +202.2% | +29.3% | +172.9% | +181.9% |
| All | +443.1% | +3,058.9% | -2,615.8% | +272.3% |
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