-8.1%
M vs KIM
+63.6%
-71.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.2% |
| 7D | +7.0% | +0.1% | +6.9% | +7.0% |
| 30D | +8.9% | +14.1% | -5.2% | -1.5% |
| 3M | +4.5% | +6.0% | -1.5% | +0.1% |
| 6M | +36.2% | +13.2% | +23.0% | +23.8% |
| YTD | +15.1% | +30.4% | -15.3% | -6.8% |
| 1Y | +27.4% | +31.0% | -3.6% | +2.9% |
| 3Y | +160.1% | +67.6% | +92.5% | +70.6% |
| 5Y | -1.6% | +35.8% | -37.3% | -22.6% |
| All | -8.1% | +63.6% | -71.7% | -51.2% |
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 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