-54.3%
S vs KIM
+44.6%
-98.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -2.9% | -2.6% |
| 7D | -5.8% | -0.3% | -5.5% | -5.7% |
| 30D | -9.2% | -1.7% | -7.5% | -8.5% |
| 3M | +23.4% | -0.8% | +24.2% | +23.2% |
| 6M | +36.9% | +4.4% | +32.5% | +32.2% |
| YTD | +29.5% | +21.2% | +8.3% | +14.1% |
| 1Y | +5.4% | +10.5% | -5.1% | -2.1% |
| 3Y | +14.7% | +47.5% | -32.8% | -12.8% |
| 5Y | -71.5% | +37.1% | -108.6% | -75.8% |
| All | -54.3% | +44.6% | -98.9% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling