+649.0%
P vs KIM
+63.0%
+586.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.6% |
| 7D | +17.8% | -0.7% | +18.5% | +18.1% |
| 30D | -29.9% | +13.4% | -43.3% | -33.1% |
| 3M | -1.2% | +6.5% | -7.7% | -3.7% |
| 6M | +32.1% | +10.6% | +21.5% | +26.1% |
| YTD | +64.3% | +29.9% | +34.4% | +47.3% |
| 1Y | +24.3% | +29.6% | -5.3% | +11.3% |
| 3Y | +203.2% | +64.1% | +139.2% | +146.2% |
| 5Y | +290.4% | +35.3% | +255.1% | +237.7% |
| All | +649.0% | +63.0% | +586.0% | +451.7% |
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