+535.7%
ON vs KIM
+64.9%
+470.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.1% | +2.8% | -6.9% | -5.5% |
| 30D | -10.2% | +15.9% | -26.1% | -17.2% |
| 3M | -12.7% | +7.8% | -20.5% | -16.4% |
| 6M | -32.5% | +11.9% | -44.4% | -37.5% |
| YTD | +28.6% | +31.0% | -2.5% | +8.9% |
| 1Y | +43.4% | +32.3% | +11.1% | +20.7% |
| 3Y | +3.3% | +65.5% | -62.2% | -23.3% |
| 5Y | +22.5% | +37.2% | -14.7% | +1.1% |
| 10Y | +535.7% | +63.9% | +471.8% | +255.1% |
| All | +535.7% | +64.9% | +470.8% | +255.1% |
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