+5,241.4%
O vs KIM
+1,470.8%
+3,770.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.5% |
| 7D | +3.7% | +4.1% | -0.4% | +1.4% |
| 30D | +11.2% | +16.8% | -5.6% | +1.8% |
| 3M | -4.0% | +5.7% | -9.7% | -7.0% |
| 6M | -5.2% | +9.7% | -14.9% | -10.1% |
| YTD | +9.5% | +30.2% | -20.7% | -5.9% |
| 1Y | +10.6% | +32.1% | -21.5% | -5.8% |
| 3Y | +38.1% | +58.6% | -20.5% | +3.9% |
| 5Y | +10.2% | +31.2% | -20.9% | -10.1% |
| 10Y | +71.4% | +66.7% | +4.7% | +7.7% |
| All | +5,241.4% | +1,470.8% | +3,770.6% | +1,568.7% |
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