+3,315.9%
KIM vs COO
+4,300.1%
-984.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | +4.1% | +4.7% | -0.6% | +3.6% |
| 30D | +16.8% | +13.9% | +2.9% | +15.3% |
| 3M | +5.7% | -14.9% | +20.6% | +7.2% |
| 6M | +9.7% | +2.0% | +7.7% | +9.2% |
| YTD | +30.2% | -23.9% | +54.1% | +33.4% |
| 1Y | +32.1% | -9.6% | +41.7% | +32.9% |
| 3Y | +58.6% | -25.4% | +84.0% | +61.9% |
| 5Y | +31.2% | -41.2% | +72.3% | +36.5% |
| 10Y | +66.7% | +42.1% | +24.6% | +61.7% |
| All | +3,315.9% | +4,300.1% | -984.2% | +2,794.6% |
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