-49.1%
COMP vs KIM
+72.1%
-121.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +3.0% |
| 7D | +2.2% | -1.0% | +3.2% | +3.4% |
| 30D | +16.3% | +14.8% | +1.5% | +0.6% |
| 3M | -19.1% | +8.1% | -27.3% | -25.5% |
| 6M | +17.1% | +11.7% | +5.5% | +3.1% |
| YTD | -2.9% | +30.7% | -33.7% | -28.3% |
| 1Y | +8.8% | +29.7% | -20.9% | -19.3% |
| 3Y | +423.5% | +65.1% | +358.4% | +188.0% |
| 5Y | -10.5% | +34.7% | -45.1% | -35.9% |
| All | -49.1% | +72.1% | -121.2% | -69.0% |
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