+95.1%
F vs KIM
+27.5%
+67.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +5.3% | +0.4% | +4.9% | +5.1% |
| 30D | +4.6% | -4.0% | +8.6% | +6.8% |
| 3M | -3.7% | +0.5% | -4.2% | -4.2% |
| 6M | +16.8% | +3.6% | +13.2% | +14.2% |
| YTD | +15.3% | +20.4% | -5.1% | +4.0% |
| 1Y | +31.0% | +9.7% | +21.3% | +24.0% |
| 3Y | +45.4% | +46.0% | -0.6% | +18.1% |
| 5Y | +54.7% | +34.4% | +20.2% | +31.9% |
| All | +95.1% | +27.5% | +67.6% | +37.1% |
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