+284.7%
P vs KIM
+34.6%
+250.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +11.6% | +0.1% | +11.5% | +11.6% |
| 30D | -23.7% | +14.1% | -37.8% | -27.6% |
| 3M | -8.0% | +6.0% | -14.0% | -10.2% |
| 6M | +27.9% | +13.2% | +14.7% | +20.0% |
| YTD | +61.2% | +30.4% | +30.8% | +40.9% |
| 1Y | +28.6% | +31.0% | -2.4% | +11.8% |
| 3Y | +200.5% | +67.6% | +132.8% | +124.6% |
| All | +284.7% | +34.6% | +250.2% | +227.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling