+591.8%
ON vs KIM
+29.7%
+562.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -1.9% | -1.0% | -0.9% | -1.4% |
| 30D | -11.0% | -1.1% | -9.9% | -10.6% |
| 3M | -39.3% | -5.3% | -34.0% | -38.1% |
| 6M | +19.8% | +3.9% | +15.9% | +15.8% |
| YTD | +31.1% | +20.3% | +10.8% | +16.6% |
| 1Y | +46.0% | +10.4% | +35.5% | +35.9% |
| 3Y | -27.5% | +46.3% | -73.8% | -42.6% |
| 5Y | +56.9% | +37.6% | +19.3% | +30.0% |
| 10Y | +591.8% | +34.5% | +557.3% | +325.5% |
| All | +591.8% | +29.7% | +562.1% | +325.5% |
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