+65.7%
KIM vs COO
+40.7%
+25.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | 0.0% |
| 7D | +2.8% | +4.3% | -1.5% | +1.1% |
| 30D | +16.3% | +17.6% | -1.2% | +9.0% |
| 3M | +6.6% | -13.9% | +20.5% | +12.3% |
| 6M | +12.3% | +6.6% | +5.8% | +7.7% |
| YTD | +31.6% | -22.0% | +53.6% | +43.2% |
| 1Y | +31.5% | -8.8% | +40.3% | +33.5% |
| 3Y | +68.0% | -21.5% | +89.5% | +74.7% |
| 5Y | +38.7% | -41.0% | +79.7% | +61.3% |
| 10Y | +65.7% | +40.9% | +24.8% | +57.2% |
| All | +65.7% | +40.7% | +25.0% | +57.2% |
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