+16.8%
KMB vs KIM
+29.1%
-12.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -5.0% | -1.7% | -3.3% | -4.8% |
| 3M | +6.6% | -0.8% | +7.4% | +6.7% |
| 6M | +1.0% | +4.4% | -3.4% | +0.4% |
| YTD | +6.0% | +21.2% | -15.3% | +3.3% |
| 1Y | -16.6% | +10.5% | -27.2% | -17.8% |
| 3Y | -8.6% | +47.5% | -56.1% | -13.5% |
| 5Y | -10.9% | +37.1% | -47.9% | -15.3% |
| 10Y | +16.8% | +29.5% | -12.7% | +17.5% |
| All | +16.8% | +29.1% | -12.3% | +17.5% |
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