+3,820.5%
ABT vs KIM
+3,337.3%
+483.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +1.0% | +2.8% | -1.8% | +0.6% |
| 30D | +11.6% | +15.9% | -4.3% | +9.2% |
| 3M | +2.3% | +7.8% | -5.5% | +1.2% |
| 6M | +32.7% | +11.9% | +20.9% | +30.6% |
| YTD | -9.6% | +31.0% | -40.7% | -13.2% |
| 1Y | -10.1% | +32.3% | -42.4% | -13.7% |
| 3Y | +25.2% | +65.5% | -40.3% | +15.8% |
| 5Y | -4.5% | +37.2% | -41.8% | -9.8% |
| 10Y | +228.3% | +63.9% | +164.4% | +188.6% |
| All | +3,820.5% | +3,337.3% | +483.2% | +1,868.4% |
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