+142.4%
AAPL vs KIM
+33.6%
+108.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +3.2% | -0.7% | +3.9% | +3.5% |
| 30D | +4.1% | +13.4% | -9.3% | -1.5% |
| 3M | +17.5% | +6.5% | +11.0% | +14.2% |
| 6M | +20.6% | +10.6% | +10.0% | +14.7% |
| YTD | +31.0% | +29.9% | +1.1% | +15.3% |
| 1Y | +30.2% | +29.6% | +0.7% | +14.7% |
| 3Y | +92.9% | +64.1% | +28.8% | +49.2% |
| 5Y | +142.4% | +35.3% | +107.1% | +109.0% |
| All | +142.4% | +33.6% | +108.8% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling