+380.3%
NDAQ vs KIM
+29.7%
+350.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -1.5% | -1.1% | -0.4% | -1.2% |
| 3M | +8.0% | -5.3% | +13.4% | +9.5% |
| 6M | +7.7% | +3.9% | +3.8% | +6.5% |
| YTD | -2.3% | +20.3% | -22.6% | -7.1% |
| 1Y | +0.6% | +10.4% | -9.9% | -2.3% |
| 3Y | +90.9% | +46.3% | +44.6% | +72.1% |
| 5Y | +52.5% | +37.6% | +14.9% | +38.6% |
| 10Y | +380.3% | +34.5% | +345.8% | +301.4% |
| All | +380.3% | +29.7% | +350.6% | +301.4% |
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