+3,705.1%
KR vs KIM
+3,080.3%
+624.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +1.5% | -1.7% | +3.2% | +1.8% |
| 3M | -8.5% | -0.8% | -7.7% | -8.4% |
| 6M | -21.9% | +4.4% | -26.3% | -22.4% |
| YTD | -6.9% | +21.2% | -28.1% | -9.5% |
| 1Y | -14.0% | +10.5% | -24.5% | -15.3% |
| 3Y | +30.3% | +47.5% | -17.2% | +21.8% |
| 5Y | +37.7% | +37.1% | +0.6% | +29.1% |
| 10Y | +125.2% | +29.5% | +95.7% | +103.1% |
| All | +3,705.1% | +3,080.3% | +624.8% | +1,719.2% |
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