+25.7%
ABNB vs KIM
+105.6%
-79.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -4.0% | +0.4% | -4.4% | -4.2% |
| 30D | +19.3% | -4.0% | +23.3% | +22.0% |
| 3M | +36.1% | +0.5% | +35.5% | +35.0% |
| 6M | +34.2% | +3.6% | +30.6% | +30.7% |
| YTD | +34.1% | +20.4% | +13.6% | +19.4% |
| 1Y | +45.1% | +9.7% | +35.4% | +36.3% |
| 3Y | +37.1% | +46.0% | -8.9% | +5.8% |
| 5Y | +15.2% | +34.4% | -19.3% | -3.1% |
| All | +25.7% | +105.6% | -79.9% | +9.9% |
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