+82.6%
KO vs KIM
+35.9%
+46.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +0.2% | -1.7% | +2.0% | +0.6% |
| 30D | +1.8% | -3.0% | +4.8% | +2.5% |
| 3M | +7.7% | -8.9% | +16.5% | +9.9% |
| 6M | +15.3% | +2.4% | +12.9% | +14.6% |
| YTD | +28.0% | +18.3% | +9.6% | +23.2% |
| 1Y | +34.3% | +8.2% | +26.1% | +31.7% |
| 3Y | +63.8% | +44.0% | +19.8% | +49.0% |
| All | +82.6% | +35.9% | +46.7% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling