-20.9%
RUN vs KIM
+74.7%
-95.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.4% | -5.7% |
| 7D | -13.7% | -0.7% | -13.0% | -13.3% |
| 30D | +9.4% | +13.4% | -4.0% | +1.6% |
| 3M | -13.4% | +6.5% | -20.0% | -16.5% |
| 6M | -39.6% | +10.6% | -50.2% | -43.4% |
| YTD | -53.7% | +29.9% | -83.6% | -60.6% |
| 1Y | -56.2% | +29.6% | -85.7% | -62.7% |
| 3Y | -9.7% | +64.1% | -73.8% | -30.4% |
| 5Y | -85.5% | +35.3% | -120.8% | -87.2% |
| 10Y | +66.7% | +63.1% | +3.7% | +22.5% |
| All | -20.9% | +74.7% | -95.6% | -43.9% |
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