+1,254.4%
AAPL vs KIM
+33.1%
+1,221.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.7% | +3.9% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | +7.1% | -1.7% | +8.8% | +7.5% |
| 3M | +12.1% | -7.1% | +19.2% | +14.1% |
| 6M | +25.4% | +2.9% | +22.6% | +24.2% |
| YTD | +20.5% | +18.8% | +1.6% | +14.9% |
| 1Y | +44.5% | +9.4% | +35.1% | +40.6% |
| 3Y | +85.8% | +44.6% | +41.2% | +67.8% |
| 5Y | +124.8% | +37.9% | +86.8% | +105.5% |
| All | +1,254.4% | +33.1% | +1,221.3% | +1,007.7% |
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