+220.1%
C vs KIM
+65.6%
+154.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +1.9% |
| 7D | -0.9% | +2.8% | -3.8% | -2.3% |
| 30D | -5.4% | +16.3% | -21.7% | -12.7% |
| 3M | -9.2% | +6.6% | -15.8% | -12.3% |
| 6M | -1.8% | +12.3% | -14.1% | -8.2% |
| YTD | +6.7% | +31.6% | -24.9% | -8.5% |
| 1Y | +23.5% | +31.5% | -8.0% | +5.9% |
| 3Y | +219.8% | +68.0% | +151.8% | +137.9% |
| 5Y | +112.4% | +38.7% | +73.7% | +71.8% |
| 10Y | +220.1% | +65.7% | +154.4% | +84.3% |
| All | +220.1% | +65.6% | +154.5% | +84.3% |
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 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