-26.3%
U vs KIM
+161.5%
-187.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | +24.4% | +2.8% | +21.6% | +22.7% |
| 30D | +7.4% | +15.9% | -8.5% | -0.1% |
| 3M | +16.8% | +7.8% | +9.0% | +12.4% |
| 6M | +78.8% | +11.9% | +66.9% | +67.3% |
| YTD | +14.0% | +31.0% | -17.1% | -2.3% |
| 1Y | +16.7% | +32.3% | -15.6% | -0.7% |
| 3Y | +86.4% | +65.5% | +20.9% | +45.0% |
| 5Y | -71.5% | +37.2% | -108.7% | -76.2% |
| All | -26.3% | +161.5% | -187.9% | -19.8% |
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 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