+243.6%
W vs KIM
+65.6%
+178.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.0% |
| 7D | +3.3% | +2.8% | +0.5% | +2.0% |
| 30D | +10.5% | +16.3% | -5.8% | +2.0% |
| 3M | +9.6% | +6.6% | +3.0% | +6.0% |
| 6M | +76.4% | +12.3% | +64.1% | +65.6% |
| YTD | +16.4% | +31.6% | -15.2% | -0.2% |
| 1Y | +9.3% | +31.5% | -22.2% | -6.3% |
| 3Y | +172.8% | +68.0% | +104.8% | +115.6% |
| 5Y | -53.4% | +38.7% | -92.1% | -58.4% |
| 10Y | +243.6% | +65.7% | +177.9% | +149.2% |
| All | +243.6% | +65.6% | +178.0% | +149.2% |
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