-8.7%
OSCR vs KIM
+65.7%
-74.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.3% |
| 7D | +4.7% | -1.0% | +5.7% | +5.4% |
| 30D | +14.8% | -1.1% | +15.9% | +15.7% |
| 3M | +16.7% | -5.3% | +22.0% | +20.7% |
| 6M | +127.5% | +3.9% | +123.6% | +120.3% |
| YTD | +121.0% | +20.3% | +100.7% | +92.1% |
| 1Y | +58.4% | +10.4% | +48.0% | +46.6% |
| 3Y | +392.4% | +46.3% | +346.1% | +257.7% |
| 5Y | +80.5% | +37.6% | +42.9% | +46.3% |
| All | -8.7% | +65.7% | -74.4% | -27.4% |
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 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