+161.8%
W vs KIM
+30.7%
+131.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | +6.5% | -0.3% | +6.8% | +6.7% |
| 30D | -6.2% | -1.7% | -4.5% | -5.4% |
| 3M | +48.9% | -0.8% | +49.7% | +49.2% |
| 6M | +31.2% | +4.4% | +26.8% | +28.1% |
| YTD | -0.4% | +21.2% | -21.7% | -10.9% |
| 1Y | +14.8% | +10.5% | +4.3% | +7.9% |
| 3Y | +40.5% | +47.5% | -7.0% | +18.7% |
| 5Y | -62.1% | +37.1% | -99.2% | -65.4% |
| All | +161.8% | +30.7% | +131.1% | +111.8% |
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