+81.0%
F vs KIM
+65.6%
+15.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -0.6% | +2.8% | -3.5% | -2.1% |
| 30D | +2.9% | +16.3% | -13.5% | -4.9% |
| 3M | -9.5% | +6.6% | -16.1% | -12.5% |
| 6M | +4.0% | +12.3% | -8.3% | -2.6% |
| YTD | -1.3% | +31.6% | -32.8% | -15.0% |
| 1Y | -1.9% | +31.5% | -33.4% | -15.6% |
| 3Y | +53.5% | +68.0% | -14.5% | +16.1% |
| 5Y | -15.1% | +38.7% | -53.8% | -28.9% |
| 10Y | +81.0% | +65.7% | +15.3% | +12.0% |
| All | +81.0% | +65.6% | +15.4% | +12.0% |
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