+87,350.2%
AAPL vs KIM
+3,058.9%
+84,291.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +3.0% | -4.0% | +7.0% | +4.1% |
| 3M | +2.9% | +0.5% | +2.4% | +2.6% |
| 6M | +22.1% | +3.6% | +18.5% | +20.6% |
| YTD | +18.0% | +20.4% | -2.4% | +11.8% |
| 1Y | +33.9% | +9.7% | +24.2% | +30.0% |
| 3Y | +71.2% | +46.0% | +25.2% | +52.5% |
| 5Y | +112.6% | +34.4% | +78.2% | +92.8% |
| 10Y | +1,198.8% | +29.3% | +1,169.5% | +991.9% |
| All | +87,350.2% | +3,058.9% | +84,291.3% | +28,183.1% |
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 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