+800.7%
MSCI vs KIM
+64.9%
+735.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +2.7% | +2.8% | -0.1% | +2.0% |
| 30D | +16.2% | +15.9% | +0.3% | +12.0% |
| 3M | +17.1% | +7.8% | +9.3% | +14.9% |
| 6M | +13.0% | +11.9% | +1.1% | +9.7% |
| YTD | +15.8% | +31.0% | -15.3% | +7.6% |
| 1Y | +15.5% | +32.3% | -16.9% | +7.0% |
| 3Y | +32.3% | +65.5% | -33.2% | +15.3% |
| 5Y | +8.2% | +37.2% | -29.0% | -1.6% |
| 10Y | +800.7% | +63.9% | +736.8% | +637.1% |
| All | +800.7% | +64.9% | +735.8% | +637.1% |
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