+50.2%
OMC vs KIM
+63.6%
-13.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | +1.9% | +0.1% | +1.7% | +1.8% |
| 30D | +12.2% | +14.1% | -1.9% | +6.7% |
| 3M | +0.6% | +6.0% | -5.4% | -1.6% |
| 6M | +21.0% | +13.2% | +7.8% | +15.2% |
| YTD | +12.4% | +30.4% | -18.0% | +1.1% |
| 1Y | +25.4% | +31.0% | -5.6% | +12.6% |
| 3Y | +29.2% | +67.6% | -38.4% | +5.0% |
| 5Y | +52.6% | +35.8% | +16.8% | +32.4% |
| All | +50.2% | +63.6% | -13.4% | +0.8% |
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