+218.3%
C vs KIM
+63.9%
+154.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.4% | -1.0% | +0.6% | +0.1% |
| 30D | -5.3% | +14.8% | -20.1% | -12.0% |
| 3M | -8.0% | +8.1% | -16.2% | -11.8% |
| 6M | -0.3% | +11.7% | -11.9% | -6.4% |
| YTD | +8.6% | +30.7% | -22.1% | -6.5% |
| 1Y | +25.8% | +29.7% | -3.9% | +8.7% |
| 3Y | +221.2% | +65.1% | +156.1% | +141.2% |
| 5Y | +113.6% | +34.7% | +78.9% | +75.4% |
| 10Y | +218.3% | +64.1% | +154.2% | +83.2% |
| All | +218.3% | +63.9% | +154.5% | +83.2% |
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