+398.8%
OSCR vs KIM
+42.8%
+356.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.1% |
| 3M | +13.4% | -8.9% | +22.2% | +17.7% |
| 6M | +144.6% | +2.4% | +142.2% | +141.0% |
| YTD | +128.0% | +18.3% | +109.7% | +109.0% |
| 1Y | +68.7% | +8.2% | +60.5% | +61.4% |
| 3Y | +398.8% | +44.0% | +354.7% | +311.0% |
| All | +398.8% | +42.8% | +356.0% | +311.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling