+197.1%
ABT vs KIM
+32.5%
+164.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | -5.9% | -1.7% | -4.2% | -5.6% |
| 30D | -8.1% | -3.0% | -5.1% | -7.6% |
| 3M | +14.5% | -8.9% | +23.4% | +16.3% |
| 6M | -6.3% | +2.4% | -8.7% | -6.6% |
| YTD | -17.1% | +18.3% | -35.5% | -19.3% |
| 1Y | -21.4% | +8.2% | -29.5% | -22.4% |
| 3Y | +5.9% | +44.0% | -38.1% | -0.4% |
| 5Y | -12.8% | +37.3% | -50.1% | -17.5% |
| All | +197.1% | +32.5% | +164.6% | +165.7% |
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