-64.7%
CAPR vs KIM
+65.6%
-130.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +8.9% |
| 7D | +36.0% | +2.8% | +33.2% | +34.2% |
| 30D | +25.8% | +16.3% | +9.5% | +16.5% |
| 3M | +140.8% | +6.6% | +134.2% | +133.8% |
| 6M | -67.6% | +12.3% | -79.9% | -69.7% |
| YTD | -65.9% | +31.6% | -97.4% | -70.8% |
| 1Y | +66.1% | +31.5% | +34.6% | +42.0% |
| 3Y | +256.9% | +68.0% | +188.9% | +165.7% |
| 5Y | +172.1% | +38.7% | +133.4% | +117.1% |
| 10Y | -64.7% | +65.7% | -130.4% | -84.5% |
| All | -64.7% | +65.6% | -130.3% | -84.5% |
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