-84.0%
OPEN vs KIM
+34.4%
-118.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.9% |
| 7D | -4.3% | +0.4% | -4.7% | -5.0% |
| 30D | -16.2% | -4.0% | -12.2% | -11.6% |
| 3M | -36.4% | +0.5% | -36.9% | -38.2% |
| 6M | -35.5% | +3.6% | -39.1% | -40.3% |
| YTD | -46.0% | +20.4% | -66.4% | -60.2% |
| 1Y | -47.1% | +9.7% | -56.8% | -55.6% |
| 3Y | -19.0% | +46.0% | -65.0% | -55.3% |
| All | -84.0% | +34.4% | -118.5% | -87.4% |
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 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