+5,286.6%
O vs KIM
+1,480.6%
+3,806.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.5% | +2.8% | +0.8% | +2.0% |
| 30D | +10.4% | +15.9% | -5.5% | +1.5% |
| 3M | -2.4% | +7.8% | -10.2% | -6.5% |
| 6M | -1.2% | +11.9% | -13.1% | -7.4% |
| YTD | +10.4% | +31.0% | -20.6% | -5.5% |
| 1Y | +11.4% | +32.3% | -20.9% | -5.2% |
| 3Y | +40.4% | +65.5% | -25.1% | +3.1% |
| 5Y | +12.1% | +37.2% | -25.1% | -10.8% |
| 10Y | +82.7% | +63.9% | +18.8% | +15.9% |
| All | +5,286.6% | +1,480.6% | +3,806.0% | +1,576.9% |
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