+76.2%
O vs KIM
+63.6%
+12.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +7.1% | +14.1% | -7.0% | +0.1% |
| 3M | -5.2% | +6.0% | -11.2% | -8.0% |
| 6M | -1.8% | +13.2% | -15.0% | -7.8% |
| YTD | +9.1% | +30.4% | -21.3% | -4.7% |
| 1Y | +9.7% | +31.0% | -21.4% | -4.5% |
| 3Y | +39.1% | +67.6% | -28.5% | +5.2% |
| 5Y | +8.4% | +35.8% | -27.4% | -10.8% |
| All | +76.2% | +63.6% | +12.6% | +25.8% |
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