-30.0%
OPEN vs KIM
+57.8%
-87.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.4% | -21.3% |
| 7D | -22.2% | +4.1% | -26.3% | -25.2% |
| 30D | -38.3% | +16.8% | -55.1% | -47.8% |
| 3M | -59.4% | +5.7% | -65.1% | -61.6% |
| 6M | -74.4% | +9.7% | -84.0% | -77.3% |
| YTD | -76.0% | +30.2% | -106.2% | -83.2% |
| 1Y | -78.7% | +32.1% | -110.8% | -85.4% |
| 3Y | -30.0% | +58.6% | -88.6% | -64.2% |
| All | -30.0% | +57.8% | -87.8% | -64.2% |
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