-83.9%
RUN vs KIM
+39.0%
-122.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.4% | -10.2% | -10.1% |
| 7D | +0.3% | +2.8% | -2.4% | -3.3% |
| 30D | +14.0% | +15.9% | -1.9% | -5.7% |
| 3M | -11.8% | +7.8% | -19.5% | -20.0% |
| 6M | -40.4% | +11.9% | -52.3% | -49.7% |
| YTD | -52.7% | +31.0% | -83.7% | -67.9% |
| 1Y | -52.5% | +32.3% | -84.9% | -68.3% |
| 3Y | -7.7% | +65.5% | -73.2% | -55.4% |
| 5Y | -83.9% | +37.2% | -121.1% | -90.3% |
| All | -83.9% | +39.0% | -122.9% | -90.3% |
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 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