+68.7%
OSCR vs KIM
+9.2%
+59.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +1.6% | -1.7% | +3.3% | +2.4% |
| 30D | +10.7% | -3.0% | +13.6% | +12.2% |
| 3M | +13.4% | -8.9% | +22.2% | +17.6% |
| 6M | +144.6% | +2.4% | +142.2% | +138.4% |
| YTD | +128.0% | +18.3% | +109.7% | +93.3% |
| 1Y | +68.7% | +8.2% | +60.5% | +65.6% |
| All | +68.7% | +9.2% | +59.4% | +65.6% |
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