+41.5%
RUN vs KIM
+33.1%
+8.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.2% |
| 7D | -3.4% | -1.5% | -1.9% | -2.5% |
| 30D | -14.0% | -1.7% | -12.3% | -13.1% |
| 3M | -27.5% | -7.1% | -20.3% | -24.4% |
| 6M | -29.0% | +2.9% | -31.8% | -30.7% |
| YTD | -53.1% | +18.8% | -71.9% | -58.0% |
| 1Y | -46.7% | +9.4% | -56.2% | -50.1% |
| 3Y | -38.3% | +44.6% | -82.9% | -48.7% |
| 5Y | -80.7% | +37.9% | -118.6% | -82.9% |
| All | +41.5% | +33.1% | +8.4% | +31.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling