+11.4%
O vs KIM
+31.2%
-19.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.5% | +2.8% | +0.8% | +1.7% |
| 30D | +10.4% | +15.9% | -5.5% | 0.0% |
| 3M | -2.4% | +7.8% | -10.2% | -7.4% |
| 6M | -1.2% | +11.9% | -13.1% | -8.1% |
| YTD | +10.4% | +31.0% | -20.6% | -5.4% |
| 1Y | +11.4% | +32.3% | -20.9% | -4.8% |
| All | +11.4% | +31.2% | -19.8% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling