+2,264.7%
KO vs KIM
+3,080.3%
-815.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +1.5% | -1.7% | +3.2% | +1.8% |
| 3M | +11.8% | -0.8% | +12.6% | +12.0% |
| 6M | +16.2% | +4.4% | +11.8% | +15.3% |
| YTD | +28.1% | +21.2% | +6.8% | +23.7% |
| 1Y | +34.8% | +10.5% | +24.2% | +32.2% |
| 3Y | +65.5% | +47.5% | +18.0% | +53.0% |
| 5Y | +81.6% | +37.1% | +44.5% | +68.5% |
| 10Y | +176.7% | +29.5% | +147.2% | +144.5% |
| All | +2,264.7% | +3,080.3% | -815.6% | +1,156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling