+29.7%
OMC vs KIM
+37.3%
-7.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | -4.2% | -1.0% | -3.3% | -3.8% |
| 30D | -7.5% | -1.1% | -6.4% | -7.0% |
| 3M | +4.6% | -5.3% | +10.0% | +7.3% |
| 6M | -4.8% | +3.9% | -8.8% | -6.8% |
| YTD | -1.0% | +20.3% | -21.3% | -9.8% |
| 1Y | +3.8% | +10.4% | -6.6% | -1.4% |
| 3Y | +10.2% | +46.3% | -36.1% | -9.1% |
| 5Y | +29.7% | +37.6% | -7.9% | +10.2% |
| All | +29.7% | +37.3% | -7.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling