+35.6%
KIM vs COO
+45.8%
-10.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.8% |
| 7D | -0.3% | -2.3% | +2.0% | +0.6% |
| 30D | -1.7% | -8.8% | +7.1% | +1.9% |
| 3M | -0.8% | +1.3% | -2.2% | -1.8% |
| 6M | +4.4% | -11.6% | +16.0% | +9.0% |
| YTD | +21.2% | -17.4% | +38.7% | +30.0% |
| 1Y | +10.5% | -1.6% | +12.1% | +9.3% |
| 3Y | +47.5% | -22.6% | +70.1% | +56.2% |
| 5Y | +37.1% | -40.3% | +77.4% | +60.4% |
| All | +35.6% | +45.8% | -10.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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