-6.5%
KMX vs KIM
+63.6%
-70.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.0% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +6.8% | +14.1% | -7.3% | +0.1% |
| 3M | -11.4% | +6.0% | -17.4% | -13.8% |
| 6M | +43.6% | +13.2% | +30.3% | +34.7% |
| YTD | +37.7% | +30.4% | +7.4% | +19.7% |
| 1Y | +53.0% | +31.0% | +21.9% | +32.8% |
| 3Y | -16.3% | +67.6% | -83.9% | -35.0% |
| 5Y | -64.2% | +35.8% | -100.0% | -69.3% |
| All | -6.5% | +63.6% | -70.0% | -37.1% |
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