+602.8%
ABBV vs KIM
+63.0%
+539.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +2.2% | -0.7% | +2.8% | +2.3% |
| 30D | +8.0% | +13.4% | -5.4% | +5.5% |
| 3M | +19.1% | +6.5% | +12.6% | +17.7% |
| 6M | +43.5% | +10.6% | +33.0% | +40.9% |
| YTD | +32.7% | +29.9% | +2.8% | +26.6% |
| 1Y | +30.0% | +29.6% | +0.5% | +24.1% |
| 3Y | +134.7% | +64.1% | +70.7% | +114.5% |
| 5Y | +200.7% | +35.3% | +165.4% | +180.1% |
| All | +602.8% | +63.0% | +539.7% | +480.8% |
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