+41.6%
D vs KIM
+64.5%
-22.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | +3.0% | +4.1% | -1.1% | +1.9% |
| 30D | +11.5% | +16.8% | -5.3% | +7.1% |
| 3M | +3.7% | +5.7% | -2.0% | +2.2% |
| 6M | +13.5% | +9.7% | +3.9% | +10.8% |
| YTD | +20.7% | +30.2% | -9.5% | +12.6% |
| 1Y | +18.2% | +32.1% | -13.9% | +9.9% |
| 3Y | +73.3% | +58.6% | +14.7% | +53.2% |
| 5Y | +12.3% | +31.2% | -18.9% | +2.4% |
| All | +41.6% | +64.5% | -22.9% | +18.5% |
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