-44.8%
COMP vs KIM
+58.6%
-103.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | +1.4% | +0.4% | +0.9% | +0.8% |
| 30D | -13.3% | -4.0% | -9.3% | -9.5% |
| 3M | +41.1% | +0.5% | +40.6% | +38.9% |
| 6M | +17.2% | +3.6% | +13.6% | +12.2% |
| YTD | +5.2% | +20.4% | -15.2% | -15.4% |
| 1Y | +18.9% | +9.7% | +9.2% | +6.0% |
| 3Y | +215.9% | +46.0% | +169.9% | +98.1% |
| 5Y | -31.2% | +34.4% | -65.6% | -48.0% |
| All | -44.8% | +58.6% | -103.4% | -63.5% |
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