-89.0%
OPEN vs KIM
+154.5%
-243.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.9% |
| 7D | -15.0% | +0.1% | -15.1% | -15.0% |
| 30D | -40.2% | +14.1% | -54.3% | -45.5% |
| 3M | -67.4% | +6.0% | -73.4% | -68.6% |
| 6M | -74.0% | +13.2% | -87.3% | -76.5% |
| YTD | -79.6% | +30.4% | -110.0% | -83.5% |
| 1Y | -86.1% | +31.0% | -117.1% | -88.8% |
| 3Y | -41.4% | +67.6% | -109.0% | -58.6% |
| 5Y | -94.9% | +35.8% | -130.6% | -95.8% |
| All | -89.0% | +154.5% | -243.5% | -89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling