+34.1%
MSCI vs KIM
+57.8%
-23.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.1% |
| 7D | +2.8% | +4.1% | -1.3% | +1.6% |
| 30D | +15.4% | +16.8% | -1.4% | +10.0% |
| 3M | +13.4% | +5.7% | +7.7% | +11.4% |
| 6M | +10.9% | +9.7% | +1.2% | +7.4% |
| YTD | +13.0% | +30.2% | -17.3% | +2.4% |
| 1Y | +12.0% | +32.1% | -20.1% | +1.0% |
| 3Y | +34.1% | +58.6% | -24.5% | +13.3% |
| All | +34.1% | +57.8% | -23.7% | +13.3% |
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 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