+230.2%
ABT vs KIM
+63.0%
+167.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.8% |
| 7D | -5.6% | -0.7% | -4.9% | -5.5% |
| 30D | +5.2% | +13.4% | -8.2% | +3.0% |
| 3M | -2.7% | +6.5% | -9.2% | -3.7% |
| 6M | +28.8% | +10.6% | +18.3% | +26.8% |
| YTD | -12.3% | +29.9% | -42.2% | -15.9% |
| 1Y | -14.7% | +29.6% | -44.2% | -18.2% |
| 3Y | +21.6% | +64.1% | -42.5% | +12.1% |
| 5Y | -7.8% | +35.3% | -43.1% | -13.1% |
| All | +230.2% | +63.0% | +167.2% | +187.8% |
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