-93.6%
OPEN vs KIM
+31.1%
-124.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.4% | -21.4% | -21.2% |
| 7D | -22.2% | +4.1% | -26.3% | -26.0% |
| 30D | -38.3% | +16.8% | -55.1% | -50.4% |
| 3M | -59.4% | +5.7% | -65.1% | -62.4% |
| 6M | -74.4% | +9.7% | -84.0% | -78.1% |
| YTD | -76.0% | +30.2% | -106.2% | -84.5% |
| 1Y | -78.7% | +32.1% | -110.8% | -86.6% |
| 3Y | -30.0% | +58.6% | -88.6% | -68.0% |
| All | -93.6% | +31.1% | -124.7% | -95.8% |
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