+444.2%
V vs KIM
+65.6%
+378.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -0.8% | +2.8% | -3.6% | -1.7% |
| 30D | +9.5% | +16.3% | -6.8% | +4.3% |
| 3M | +16.7% | +6.6% | +10.0% | +14.2% |
| 6M | +32.9% | +12.3% | +20.6% | +27.9% |
| YTD | +21.1% | +31.6% | -10.5% | +10.4% |
| 1Y | +26.6% | +31.5% | -4.9% | +15.4% |
| 3Y | +78.4% | +68.0% | +10.4% | +48.3% |
| 5Y | +105.5% | +38.7% | +66.8% | +79.9% |
| 10Y | +444.2% | +65.7% | +378.5% | +266.8% |
| All | +444.2% | +65.6% | +378.7% | +266.8% |
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