+496.4%
FIVE vs KIM
+29.1%
+467.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.4% |
| 7D | +3.7% | -0.3% | +4.0% | +3.8% |
| 30D | +4.0% | -1.7% | +5.7% | +4.9% |
| 3M | +36.2% | -0.8% | +37.1% | +36.5% |
| 6M | +18.0% | +4.4% | +13.6% | +15.2% |
| YTD | +34.9% | +21.2% | +13.6% | +22.1% |
| 1Y | +67.9% | +10.5% | +57.4% | +59.1% |
| 3Y | +57.3% | +47.5% | +9.8% | +29.5% |
| 5Y | +39.5% | +37.1% | +2.5% | +18.9% |
| 10Y | +496.4% | +29.5% | +466.9% | +381.4% |
| All | +496.4% | +29.1% | +467.3% | +381.4% |
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