+2,785.5%
MSCI vs KIM
+66.1%
+2,719.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +2.7% | +2.8% | -0.1% | +1.9% |
| 30D | +16.2% | +15.9% | +0.3% | +11.2% |
| 3M | +17.1% | +7.8% | +9.3% | +14.4% |
| 6M | +13.0% | +11.9% | +1.1% | +9.1% |
| YTD | +15.8% | +31.0% | -15.3% | +6.1% |
| 1Y | +15.5% | +32.3% | -16.9% | +5.5% |
| 3Y | +32.3% | +65.5% | -33.2% | +12.1% |
| 5Y | +8.2% | +37.2% | -29.0% | -3.3% |
| 10Y | +800.7% | +63.9% | +736.8% | +587.4% |
| All | +2,785.5% | +66.1% | +2,719.3% | +1,780.3% |
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 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