+18.7%
ON vs KIM
+38.5%
-19.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.1% | +8.5% |
| 7D | -1.4% | +2.8% | -4.3% | -3.2% |
| 30D | -10.9% | +16.3% | -27.2% | -19.9% |
| 3M | -14.9% | +6.6% | -21.5% | -18.8% |
| 6M | -33.0% | +12.3% | -45.3% | -39.7% |
| YTD | +27.6% | +31.6% | -3.9% | +1.3% |
| 1Y | +44.5% | +31.5% | +13.0% | +14.5% |
| 3Y | +7.4% | +68.0% | -60.6% | -31.7% |
| 5Y | +18.7% | +38.7% | -20.0% | -8.0% |
| All | +18.7% | +38.5% | -19.8% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling