+4,826.3%
OMC vs KIM
+3,058.9%
+1,767.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -6.4% | +0.4% | -6.8% | -6.6% |
| 30D | +1.1% | -4.0% | +5.1% | +2.4% |
| 3M | +10.4% | +0.5% | +9.9% | +10.2% |
| 6M | -1.7% | +3.6% | -5.3% | -2.9% |
| YTD | +4.4% | +20.4% | -16.0% | -1.7% |
| 1Y | +8.4% | +9.7% | -1.3% | +5.2% |
| 3Y | +14.4% | +46.0% | -31.6% | +0.8% |
| 5Y | +33.9% | +34.4% | -0.6% | +19.9% |
| 10Y | +34.9% | +29.3% | +5.6% | +12.8% |
| All | +4,826.3% | +3,058.9% | +1,767.4% | +1,604.9% |
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