+25.2%
ABT vs KIM
+65.6%
-40.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | +1.0% | +2.8% | -1.8% | +0.1% |
| 30D | +11.6% | +15.9% | -4.3% | +6.7% |
| 3M | +2.3% | +7.8% | -5.5% | 0.0% |
| 6M | +32.7% | +11.9% | +20.9% | +28.5% |
| YTD | -9.6% | +31.0% | -40.7% | -16.3% |
| 1Y | -10.1% | +32.3% | -42.4% | -16.9% |
| 3Y | +25.2% | +65.5% | -40.3% | +14.6% |
| All | +25.2% | +65.6% | -40.4% | +14.6% |
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