+34.0%
MSCI vs KIM
+65.0%
-31.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.5% |
| 30D | +16.2% | +13.4% | +2.8% | +11.7% |
| 3M | +16.1% | +6.5% | +9.6% | +13.8% |
| 6M | +12.9% | +10.6% | +2.3% | +9.1% |
| YTD | +14.8% | +29.9% | -15.1% | +4.2% |
| 1Y | +13.8% | +29.6% | -15.8% | +3.3% |
| All | +34.0% | +65.0% | -31.0% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling