+2,417.1%
MSCI vs KIM
+52.7%
+2,364.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | +0.6% | -4.0% | +4.5% | +1.8% |
| 3M | -7.1% | +0.5% | -7.6% | -7.4% |
| 6M | +0.8% | +3.6% | -2.8% | -0.5% |
| YTD | +1.0% | +20.4% | -19.4% | -5.0% |
| 1Y | +4.3% | +9.7% | -5.4% | +0.8% |
| 3Y | +9.9% | +46.0% | -36.0% | -3.4% |
| 5Y | -6.8% | +34.4% | -41.2% | -16.3% |
| 10Y | +614.7% | +29.3% | +585.4% | +487.6% |
| All | +2,417.1% | +52.7% | +2,364.4% | +1,582.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling