+37.8%
KMB vs KIM
+63.9%
-26.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | +10.2% | +14.8% | -4.6% | +8.1% |
| 3M | +1.5% | +8.1% | -6.7% | +0.4% |
| 6M | +16.6% | +11.7% | +5.0% | +14.9% |
| YTD | +12.1% | +30.7% | -18.7% | +8.1% |
| 1Y | +11.1% | +29.7% | -18.7% | +7.3% |
| 3Y | +1.9% | +65.1% | -63.1% | -4.7% |
| 5Y | -1.3% | +34.7% | -35.9% | -6.2% |
| 10Y | +37.8% | +64.1% | -26.3% | +28.7% |
| All | +37.8% | +63.9% | -26.1% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling