+73.3%
RUN vs KIM
+63.6%
+9.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -13.5% | +0.1% | -13.6% | -13.6% |
| 30D | +18.3% | +14.1% | +4.2% | +9.4% |
| 3M | -12.5% | +6.0% | -18.5% | -15.4% |
| 6M | -40.3% | +13.2% | -53.6% | -45.0% |
| YTD | -53.1% | +30.4% | -83.5% | -60.3% |
| 1Y | -54.3% | +31.0% | -85.3% | -61.4% |
| 3Y | -6.5% | +67.6% | -74.1% | -29.0% |
| 5Y | -85.3% | +35.8% | -121.1% | -87.1% |
| All | +73.3% | +63.6% | +9.7% | +29.3% |
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