+686.6%
P vs KIM
+64.5%
+622.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +4.0% | +3.7% |
| 7D | -23.8% | +4.1% | -27.9% | -24.9% |
| 30D | -36.6% | +16.8% | -53.4% | -40.1% |
| 3M | +10.9% | +5.7% | +5.2% | +8.3% |
| 6M | +30.0% | +9.7% | +20.3% | +24.4% |
| YTD | +44.4% | +30.2% | +14.2% | +29.3% |
| 1Y | +3.9% | +32.1% | -28.2% | -7.7% |
| 3Y | +176.6% | +58.6% | +118.0% | +127.2% |
| 5Y | +249.3% | +31.2% | +218.1% | +204.9% |
| All | +686.6% | +64.5% | +622.1% | +482.1% |
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