+261.5%
RF vs KIM
+65.6%
+195.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.6% |
| 7D | -0.1% | +2.8% | -3.0% | -1.8% |
| 30D | +7.0% | +16.3% | -9.3% | -2.4% |
| 3M | -7.0% | +6.6% | -13.7% | -10.7% |
| 6M | +6.8% | +12.3% | -5.5% | -0.9% |
| YTD | +9.9% | +31.6% | -21.6% | -7.7% |
| 1Y | +21.1% | +31.5% | -10.4% | +1.7% |
| 3Y | +119.6% | +68.0% | +51.6% | +58.2% |
| 5Y | +46.2% | +38.7% | +7.5% | +16.9% |
| 10Y | +261.5% | +65.7% | +195.8% | +94.9% |
| All | +261.5% | +65.6% | +195.9% | +94.9% |
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