+177.9%
KO vs KIM
+33.1%
+144.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.1% | -1.5% | +0.4% | -0.8% |
| 30D | +1.6% | -1.7% | +3.2% | +2.0% |
| 3M | +5.8% | -7.1% | +12.9% | +7.6% |
| 6M | +14.3% | +2.9% | +11.4% | +13.5% |
| YTD | +27.3% | +18.8% | +8.5% | +22.2% |
| 1Y | +33.2% | +9.4% | +23.7% | +30.2% |
| 3Y | +64.5% | +44.6% | +19.9% | +48.9% |
| 5Y | +83.1% | +37.9% | +45.2% | +65.3% |
| All | +177.9% | +33.1% | +144.8% | +127.4% |
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