+69.0%
F vs KIM
+63.9%
+5.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.6% |
| 30D | +3.3% | +14.8% | -11.5% | -3.8% |
| 3M | -11.3% | +8.1% | -19.5% | -14.9% |
| 6M | +5.3% | +11.7% | -6.3% | -1.1% |
| YTD | -2.2% | +30.7% | -33.0% | -15.5% |
| 1Y | -3.5% | +29.7% | -33.3% | -16.4% |
| 3Y | +49.5% | +65.1% | -15.6% | +14.1% |
| 5Y | -13.5% | +34.7% | -48.2% | -26.5% |
| 10Y | +69.0% | +64.1% | +4.9% | +4.8% |
| All | +69.0% | +63.9% | +5.2% | +4.8% |
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