+707.9%
P vs KIM
+65.6%
+642.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.0% |
| 7D | -9.6% | +2.8% | -12.4% | -10.5% |
| 30D | -33.4% | +16.3% | -49.8% | -37.0% |
| 3M | +14.2% | +6.6% | +7.6% | +11.2% |
| 6M | +31.6% | +12.3% | +19.3% | +24.9% |
| YTD | +53.5% | +31.6% | +21.9% | +37.0% |
| 1Y | +14.2% | +31.5% | -17.3% | +1.7% |
| 3Y | +190.5% | +68.0% | +122.5% | +133.8% |
| 5Y | +256.3% | +38.7% | +217.6% | +205.5% |
| 10Y | +707.9% | +65.7% | +642.1% | +498.1% |
| All | +707.9% | +65.6% | +642.3% | +498.1% |
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