-19.1%
RUN vs KIM
+76.2%
-95.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.4% | -10.2% | -10.3% |
| 7D | +0.3% | +2.8% | -2.4% | -1.3% |
| 30D | +14.0% | +15.9% | -1.9% | +4.6% |
| 3M | -11.8% | +7.8% | -19.5% | -15.5% |
| 6M | -40.4% | +11.9% | -52.3% | -44.6% |
| YTD | -52.7% | +31.0% | -83.7% | -59.9% |
| 1Y | -52.5% | +32.3% | -84.9% | -60.0% |
| 3Y | -7.7% | +65.5% | -73.2% | -29.2% |
| 5Y | -83.9% | +37.2% | -121.1% | -85.9% |
| 10Y | +84.9% | +63.9% | +21.0% | +35.4% |
| All | -19.1% | +76.2% | -95.4% | -43.0% |
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