+79.8%
F vs KIM
+64.5%
+15.3%
-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 | +1.6% | +4.1% | -2.5% | -0.5% |
| 30D | +2.6% | +16.8% | -14.2% | -5.3% |
| 3M | -8.8% | +5.7% | -14.5% | -11.5% |
| 6M | +4.6% | +9.7% | -5.1% | -0.8% |
| YTD | -1.9% | +30.2% | -32.1% | -15.1% |
| 1Y | -0.8% | +32.1% | -32.9% | -14.8% |
| 3Y | +43.5% | +58.6% | -15.1% | +11.8% |
| 5Y | -12.1% | +31.2% | -43.2% | -24.5% |
| All | +79.8% | +64.5% | +15.3% | +11.2% |
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