+3,721.4%
ABT vs KIM
+3,058.9%
+662.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | +2.5% | -4.0% | +6.5% | +3.1% |
| 3M | +20.2% | +0.5% | +19.6% | +20.1% |
| 6M | -2.9% | +3.6% | -6.5% | -3.4% |
| YTD | -11.9% | +20.4% | -32.4% | -14.3% |
| 1Y | -16.5% | +9.7% | -26.2% | -17.7% |
| 3Y | +12.1% | +46.0% | -33.9% | +5.5% |
| 5Y | -7.4% | +34.4% | -41.8% | -12.2% |
| 10Y | +210.7% | +29.3% | +181.4% | +182.4% |
| All | +3,721.4% | +3,058.9% | +662.5% | +1,842.6% |
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 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