+45.0%
AAPL vs KIM
+9.2%
+35.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +3.8% | -1.7% | +5.6% | +3.9% |
| 30D | +9.9% | -3.0% | +12.9% | +10.1% |
| 3M | +12.5% | -8.9% | +21.4% | +12.9% |
| 6M | +27.6% | +2.4% | +25.2% | +27.3% |
| YTD | +22.6% | +18.3% | +4.2% | +21.1% |
| 1Y | +45.0% | +8.2% | +36.8% | +38.1% |
| All | +45.0% | +9.2% | +35.7% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling