+223.5%
C vs KIM
+64.5%
+159.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -2.4% | +4.1% | -6.5% | -4.4% |
| 30D | -6.0% | +16.8% | -22.8% | -13.4% |
| 3M | -10.5% | +5.7% | -16.2% | -13.3% |
| 6M | -5.7% | +9.7% | -15.4% | -10.7% |
| YTD | +4.1% | +30.2% | -26.1% | -10.2% |
| 1Y | +20.5% | +32.1% | -11.6% | +3.1% |
| 3Y | +208.1% | +58.6% | +149.5% | +136.3% |
| 5Y | +110.4% | +31.2% | +79.3% | +75.1% |
| All | +223.5% | +64.5% | +159.0% | +86.2% |
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