+181.0%
ABBV vs KIM
+37.3%
+143.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -4.1% | -1.0% | -3.2% | -3.9% |
| 30D | +1.2% | -1.1% | +2.3% | +1.4% |
| 3M | +12.1% | -5.3% | +17.4% | +13.5% |
| 6M | +12.0% | +3.9% | +8.1% | +11.1% |
| YTD | +12.4% | +20.3% | -7.9% | +8.0% |
| 1Y | +22.9% | +10.4% | +12.5% | +20.2% |
| 3Y | +86.8% | +46.3% | +40.4% | +72.5% |
| 5Y | +181.0% | +37.6% | +143.4% | +159.5% |
| All | +181.0% | +37.3% | +143.7% | +159.5% |
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