+655.3%
P vs KIM
+63.9%
+591.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.7% | +4.5% |
| 7D | -4.7% | -1.0% | -3.7% | -4.3% |
| 30D | -31.4% | +14.8% | -46.2% | -34.8% |
| 3M | -2.6% | +8.1% | -10.8% | -5.6% |
| 6M | +21.9% | +11.7% | +10.3% | +16.0% |
| YTD | +58.9% | +30.7% | +28.2% | +42.2% |
| 1Y | +21.7% | +29.7% | -8.0% | +9.0% |
| 3Y | +193.3% | +65.1% | +128.2% | +137.5% |
| 5Y | +275.1% | +34.7% | +240.5% | +224.9% |
| 10Y | +655.3% | +64.1% | +591.2% | +457.4% |
| All | +655.3% | +63.9% | +591.5% | +457.4% |
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 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