-17.5%
RUN vs KIM
+62.0%
-79.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.3% |
| 7D | +1.3% | +0.4% | +0.8% | +1.0% |
| 30D | -15.3% | -4.0% | -11.3% | -13.1% |
| 3M | -40.0% | +0.5% | -40.6% | -40.6% |
| 6M | -27.0% | +3.6% | -30.6% | -29.0% |
| YTD | -51.7% | +20.4% | -72.1% | -57.0% |
| 1Y | -45.9% | +9.7% | -55.6% | -49.3% |
| 3Y | -43.8% | +46.0% | -89.8% | -53.3% |
| 5Y | -80.5% | +34.4% | -114.9% | -82.6% |
| 10Y | +45.3% | +29.3% | +16.0% | +17.4% |
| All | -17.5% | +62.0% | -79.4% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling