-24.5%
ON vs KIM
+46.2%
-70.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | -3.3% | -4.0% | +0.7% | -1.5% |
| 3M | -43.6% | +0.5% | -44.1% | -44.7% |
| 6M | +19.0% | +3.6% | +15.3% | +14.4% |
| YTD | +37.4% | +20.4% | +16.9% | +20.2% |
| 1Y | +54.8% | +9.7% | +45.1% | +43.5% |
| All | -24.5% | +46.2% | -70.7% | -38.1% |
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 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