+67.3%
F vs KIM
+63.6%
+3.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | 0.0% | +14.1% | -14.1% | -6.6% |
| 3M | -13.2% | +6.0% | -19.2% | -15.9% |
| 6M | -10.2% | +13.2% | -23.4% | -16.1% |
| YTD | -4.9% | +30.4% | -35.3% | -17.8% |
| 1Y | -6.1% | +31.0% | -37.1% | -19.0% |
| 3Y | +46.0% | +67.6% | -21.7% | +10.5% |
| 5Y | -15.7% | +35.8% | -51.5% | -28.7% |
| All | +67.3% | +63.6% | +3.7% | +5.1% |
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