+7.4%
ON vs KIM
+62.3%
-54.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.1% | +8.7% |
| 7D | -1.4% | +2.8% | -4.3% | -2.7% |
| 30D | -10.9% | +16.3% | -27.2% | -17.5% |
| 3M | -14.9% | +6.6% | -21.5% | -17.6% |
| 6M | -33.0% | +12.3% | -45.3% | -38.3% |
| YTD | +27.6% | +31.6% | -3.9% | +5.3% |
| 1Y | +44.5% | +31.5% | +13.0% | +19.0% |
| 3Y | +7.4% | +68.0% | -60.6% | -23.8% |
| All | +7.4% | +62.3% | -54.9% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling