+43.4%
ON vs KIM
+31.2%
+12.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.6% |
| 7D | -4.1% | +2.8% | -6.9% | -3.2% |
| 30D | -10.2% | +15.9% | -26.1% | -5.8% |
| 3M | -12.7% | +7.8% | -20.5% | -10.5% |
| 6M | -32.5% | +11.9% | -44.4% | -31.9% |
| YTD | +28.6% | +31.0% | -2.5% | +32.4% |
| 1Y | +43.4% | +32.3% | +11.1% | +47.2% |
| All | +43.4% | +31.2% | +12.2% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling