+0.5%
M vs KIM
+65.6%
-65.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +7.3% |
| 7D | +2.5% | +2.8% | -0.3% | +0.6% |
| 30D | +10.1% | +16.3% | -6.3% | -1.9% |
| 3M | -0.9% | +6.6% | -7.6% | -5.6% |
| 6M | +30.2% | +12.3% | +17.9% | +19.0% |
| YTD | +16.3% | +31.6% | -15.3% | -6.5% |
| 1Y | +27.0% | +31.5% | -4.5% | +2.1% |
| 3Y | +154.5% | +68.0% | +86.5% | +66.6% |
| 5Y | -1.1% | +38.7% | -39.8% | -23.5% |
| 10Y | +0.5% | +65.7% | -65.2% | -46.2% |
| All | +0.5% | +65.6% | -65.1% | -46.2% |
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