+779.7%
MSCI vs KIM
+65.6%
+714.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | +1.5% | +2.8% | -1.4% | +0.8% |
| 30D | +14.4% | +16.3% | -1.9% | +10.1% |
| 3M | +15.2% | +6.6% | +8.6% | +13.3% |
| 6M | +11.2% | +12.3% | -1.1% | +7.8% |
| YTD | +13.9% | +31.6% | -17.6% | +5.8% |
| 1Y | +12.5% | +31.5% | -19.0% | +4.4% |
| 3Y | +32.3% | +68.0% | -35.7% | +14.9% |
| 5Y | +4.9% | +38.7% | -33.8% | -4.8% |
| 10Y | +779.7% | +65.7% | +714.0% | +616.3% |
| All | +779.7% | +65.6% | +714.1% | +616.3% |
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