+11.5%
ABT vs KIM
+47.7%
-36.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -2.1% | -1.7% | -0.4% | -1.7% |
| 3M | +17.4% | -0.8% | +18.2% | +17.8% |
| 6M | -2.4% | +4.4% | -6.8% | -3.4% |
| YTD | -14.2% | +21.2% | -35.5% | -18.3% |
| 1Y | -18.3% | +10.5% | -28.9% | -20.6% |
| 3Y | +11.5% | +47.5% | -36.0% | +4.2% |
| All | +11.5% | +47.7% | -36.2% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling