-49.3%
COMP vs KIM
+71.5%
-120.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.2% | +11.2% |
| 7D | +13.4% | +4.1% | +9.4% | +8.9% |
| 30D | +11.1% | +16.8% | -5.7% | -5.8% |
| 3M | -18.8% | +5.7% | -24.5% | -23.4% |
| 6M | +10.5% | +9.7% | +0.8% | -0.8% |
| YTD | -3.4% | +30.2% | -33.6% | -28.4% |
| 1Y | +19.7% | +32.1% | -12.4% | -13.1% |
| 3Y | +381.6% | +58.6% | +323.0% | +177.9% |
| 5Y | -17.6% | +31.2% | -48.7% | -40.5% |
| All | -49.3% | +71.5% | -120.8% | -69.1% |
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