+227.1%
LOW vs KIM
+33.1%
+194.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.6% | -1.5% | -1.1% | -2.1% |
| 30D | -11.1% | -1.7% | -9.5% | -10.6% |
| 3M | -8.5% | -7.1% | -1.4% | -6.2% |
| 6M | -20.8% | +2.9% | -23.7% | -21.6% |
| YTD | -17.2% | +18.8% | -36.1% | -22.0% |
| 1Y | -24.7% | +9.4% | -34.2% | -27.1% |
| 3Y | -9.7% | +44.6% | -54.3% | -20.4% |
| 5Y | +6.0% | +37.9% | -31.9% | -5.5% |
| All | +227.1% | +33.1% | +194.1% | +163.4% |
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