+1,156.2%
ABBV vs KIM
+127.7%
+1,028.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +4.2% | -4.0% | +8.1% | +5.1% |
| 3M | +14.8% | +0.5% | +14.3% | +14.7% |
| 6M | +10.3% | +3.6% | +6.7% | +9.4% |
| YTD | +14.9% | +20.4% | -5.5% | +10.5% |
| 1Y | +24.1% | +9.7% | +14.4% | +21.6% |
| 3Y | +91.9% | +46.0% | +46.0% | +76.2% |
| 5Y | +176.0% | +34.4% | +141.6% | +153.8% |
| 10Y | +502.9% | +29.3% | +473.6% | +477.6% |
| All | +1,156.2% | +127.7% | +1,028.5% | +902.2% |
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