+3,329.3%
KIM vs COO
+4,340.3%
-1,011.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -1.0% | -2.3% | +1.3% | -0.8% |
| 30D | +14.8% | +13.3% | +1.5% | +13.4% |
| 3M | +8.1% | -18.1% | +26.2% | +10.1% |
| 6M | +11.7% | +6.7% | +5.0% | +10.7% |
| YTD | +30.7% | -23.2% | +54.0% | +33.8% |
| 1Y | +29.7% | -12.3% | +42.0% | +31.0% |
| 3Y | +65.1% | -23.6% | +88.6% | +68.1% |
| 5Y | +34.7% | -38.7% | +73.4% | +39.7% |
| 10Y | +64.1% | +42.2% | +21.9% | +59.2% |
| All | +3,329.3% | +4,340.3% | -1,011.0% | +2,803.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling