+67.0%
KIM vs COO
-24.6%
+91.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -0.7% | -2.1% | +1.4% | -0.1% |
| 30D | +13.4% | +13.9% | -0.5% | +9.7% |
| 3M | +6.5% | -18.9% | +25.5% | +12.2% |
| 6M | +10.6% | +3.7% | +6.9% | +8.4% |
| YTD | +29.9% | -24.1% | +54.0% | +38.6% |
| 1Y | +29.6% | -14.2% | +43.8% | +33.1% |
| All | +67.0% | -24.6% | +91.6% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling