+292.5%
LOW vs KIM
+63.0%
+229.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +21.3% | +13.4% | +7.9% | +16.3% |
| 3M | +6.0% | +6.5% | -0.6% | +3.8% |
| 6M | +2.6% | +10.6% | -8.0% | -0.8% |
| YTD | -3.6% | +29.9% | -33.5% | -11.8% |
| 1Y | -1.0% | +29.6% | -30.5% | -9.3% |
| 3Y | +24.2% | +64.1% | -39.9% | +5.2% |
| 5Y | +6.3% | +35.3% | -29.0% | -5.0% |
| All | +292.5% | +63.0% | +229.5% | +201.1% |
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