+74.3%
F vs KIM
+64.9%
+9.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +1.0% | +2.8% | -1.8% | -0.4% |
| 30D | +2.1% | +15.9% | -13.8% | -5.4% |
| 3M | -10.3% | +7.8% | -18.0% | -13.8% |
| 6M | +3.3% | +11.9% | -8.6% | -3.1% |
| YTD | -2.0% | +31.0% | -33.0% | -15.4% |
| 1Y | -2.3% | +32.3% | -34.6% | -16.2% |
| 3Y | +49.9% | +65.5% | -15.6% | +14.2% |
| 5Y | -12.5% | +37.2% | -49.7% | -26.3% |
| 10Y | +74.3% | +63.9% | +10.3% | +7.6% |
| All | +74.3% | +64.9% | +9.3% | +7.6% |
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