+36.9%
KIM vs COO
-41.6%
+78.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +4.1% | +4.7% | -0.6% | +2.5% |
| 30D | +16.8% | +13.9% | +2.9% | +11.8% |
| 3M | +5.7% | -14.9% | +20.6% | +10.9% |
| 6M | +9.7% | +2.0% | +7.7% | +7.5% |
| YTD | +30.2% | -23.9% | +54.1% | +41.3% |
| 1Y | +32.1% | -9.6% | +41.7% | +34.2% |
| 3Y | +58.6% | -25.4% | +84.0% | +66.7% |
| All | +36.9% | -41.6% | +78.5% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling