+36.4%
KIM vs COO
-38.8%
+75.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +0.4% | -2.2% | +2.6% | +1.2% |
| 30D | -4.0% | -7.0% | +3.0% | -1.6% |
| 3M | +0.5% | +12.2% | -11.7% | -3.9% |
| 6M | +3.6% | -15.1% | +18.7% | +9.2% |
| YTD | +20.4% | -15.1% | +35.5% | +26.7% |
| 1Y | +9.7% | +2.3% | +7.4% | +7.2% |
| 3Y | +46.0% | -23.7% | +69.7% | +54.7% |
| All | +36.4% | -38.8% | +75.2% | +46.1% |
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