+158.6%
GE vs KIM
+63.9%
+94.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | +4.0% | -1.0% | +5.0% | +4.5% |
| 30D | +11.1% | +14.8% | -3.7% | +4.3% |
| 3M | -6.7% | +8.1% | -14.9% | -10.1% |
| 6M | +14.3% | +11.7% | +2.6% | +8.2% |
| YTD | +11.7% | +30.7% | -19.0% | -1.6% |
| 1Y | +10.9% | +29.7% | -18.8% | -2.1% |
| 3Y | +279.0% | +65.1% | +213.9% | +192.5% |
| 5Y | +427.0% | +34.7% | +392.3% | +340.3% |
| 10Y | +158.6% | +64.1% | +94.5% | +58.8% |
| All | +158.6% | +63.9% | +94.7% | +58.8% |
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