+693.5%
P vs KIM
+27.5%
+666.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +6.5% | +0.4% | +6.1% | +6.4% |
| 30D | +18.8% | -4.0% | +22.8% | +20.4% |
| 3M | +26.7% | +0.5% | +26.2% | +25.6% |
| 6M | +62.2% | +3.6% | +58.6% | +58.8% |
| YTD | +48.5% | +20.4% | +28.1% | +37.2% |
| 1Y | +26.4% | +9.7% | +16.7% | +20.4% |
| 3Y | +159.4% | +46.0% | +113.4% | +119.7% |
| 5Y | +275.8% | +34.4% | +241.4% | +226.3% |
| All | +693.5% | +27.5% | +666.0% | +528.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling