+206.8%
ON vs KIM
+589.0%
-382.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | +3.3% | -1.0% | +4.3% | +3.9% |
| 30D | -3.1% | +14.8% | -17.9% | -9.0% |
| 3M | -9.2% | +8.1% | -17.4% | -12.5% |
| 6M | -31.4% | +11.7% | -43.0% | -35.4% |
| YTD | +36.0% | +30.7% | +5.2% | +19.2% |
| 1Y | +52.0% | +29.7% | +22.3% | +33.6% |
| 3Y | +9.3% | +65.1% | -55.8% | -13.6% |
| 5Y | +26.5% | +34.7% | -8.2% | +10.0% |
| 10Y | +556.1% | +64.1% | +492.0% | +379.7% |
| All | +206.8% | +589.0% | -382.3% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling