-86.9%
OPEN vs KIM
+156.8%
-243.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | 0.0% |
| 7D | -21.7% | +2.8% | -24.5% | -23.0% |
| 30D | -36.5% | +16.3% | -52.8% | -43.0% |
| 3M | -59.5% | +6.6% | -66.2% | -61.3% |
| 6M | -71.9% | +12.3% | -84.2% | -74.4% |
| YTD | -75.8% | +31.6% | -107.4% | -80.6% |
| 1Y | -78.5% | +31.5% | -110.0% | -82.8% |
| 3Y | -30.2% | +68.0% | -98.2% | -50.9% |
| 5Y | -93.3% | +38.7% | -132.0% | -94.5% |
| All | -86.9% | +156.8% | -243.8% | -87.5% |
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