+523.3%
ON vs KIM
+63.6%
+459.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +12.2% | +0.1% | +12.1% | +12.2% |
| 30D | -3.1% | +14.1% | -17.2% | -10.0% |
| 3M | -12.9% | +6.0% | -18.9% | -15.8% |
| 6M | -38.6% | +13.2% | -51.8% | -43.4% |
| YTD | +31.2% | +30.4% | +0.8% | +11.5% |
| 1Y | +47.6% | +31.0% | +16.6% | +24.9% |
| 3Y | +6.6% | +67.6% | -61.0% | -21.4% |
| 5Y | +21.3% | +35.8% | -14.5% | +0.6% |
| All | +523.3% | +63.6% | +459.7% | +253.2% |
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 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