+376.8%
V vs KIM
+29.1%
+347.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | +1.9% | -1.7% | +3.6% | +2.4% |
| 3M | +15.5% | -0.8% | +16.4% | +15.7% |
| 6M | +16.6% | +4.4% | +12.2% | +14.7% |
| YTD | +5.7% | +21.2% | -15.5% | -1.0% |
| 1Y | +8.6% | +10.5% | -2.0% | +4.6% |
| 3Y | +52.5% | +47.5% | +5.0% | +32.0% |
| 5Y | +67.1% | +37.1% | +30.0% | +46.9% |
| 10Y | +376.8% | +29.5% | +347.3% | +258.4% |
| All | +376.8% | +29.1% | +347.7% | +258.4% |
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