+425.7%
META vs KIM
+65.6%
+360.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.9% |
| 7D | +5.7% | +2.8% | +2.9% | +5.0% |
| 30D | -10.8% | +16.3% | -27.1% | -14.2% |
| 3M | +8.4% | +6.6% | +1.8% | +6.5% |
| 6M | +5.4% | +12.3% | -6.9% | +1.9% |
| YTD | -2.6% | +31.6% | -34.1% | -9.7% |
| 1Y | +3.5% | +31.5% | -28.0% | -4.1% |
| 3Y | +102.0% | +68.0% | +34.0% | +74.3% |
| 5Y | +93.1% | +38.7% | +54.4% | +75.2% |
| 10Y | +425.7% | +65.7% | +359.9% | +304.0% |
| All | +425.7% | +65.6% | +360.1% | +304.0% |
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