-79.4%
RUN vs KIM
+37.7%
-117.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.9% |
| 7D | +10.2% | -0.3% | +10.5% | +10.6% |
| 30D | -9.6% | -1.7% | -7.9% | -7.7% |
| 3M | -31.5% | -0.8% | -30.7% | -31.9% |
| 6M | -18.7% | +4.4% | -23.1% | -24.8% |
| YTD | -49.9% | +21.2% | -71.1% | -61.8% |
| 1Y | -45.5% | +10.5% | -56.1% | -53.6% |
| 3Y | -34.1% | +47.5% | -81.6% | -60.7% |
| 5Y | -79.4% | +37.1% | -116.5% | -85.8% |
| All | -79.4% | +37.7% | -117.2% | -85.8% |
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