+105.1%
OSCR vs KIM
+33.1%
+72.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.6% | +5.0% | +7.6% |
| 7D | +15.5% | +10.6% | +4.9% | +12.9% |
| 30D | +8.5% | +17.5% | -8.9% | +4.8% |
| 3M | +15.8% | +4.7% | +11.1% | +14.9% |
| 6M | +89.5% | +13.1% | +76.4% | +83.8% |
| YTD | +144.9% | +32.1% | +112.8% | +115.8% |
| 1Y | +105.1% | +32.7% | +72.4% | +80.7% |
| All | +105.1% | +33.1% | +72.0% | +80.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling