+96,965.0%
AAPL vs KIM
+3,307.9%
+93,657.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | +4.1% | +13.4% | -9.3% | +0.5% |
| 3M | +17.5% | +6.5% | +11.0% | +15.4% |
| 6M | +20.6% | +10.6% | +10.0% | +17.0% |
| YTD | +31.0% | +29.9% | +1.1% | +21.4% |
| 1Y | +30.2% | +29.6% | +0.7% | +20.8% |
| 3Y | +92.9% | +64.1% | +28.8% | +66.9% |
| 5Y | +142.4% | +35.3% | +107.1% | +119.5% |
| 10Y | +1,324.9% | +63.1% | +1,261.9% | +1,023.7% |
| All | +96,965.0% | +3,307.9% | +93,657.1% | +30,631.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling