-22.6%
ADBE vs KIM
+9.1%
-31.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -6.6% |
| 7D | -8.6% | -0.8% | -7.8% | -8.5% |
| 30D | +2.8% | -5.1% | +7.9% | +3.2% |
| 3M | +3.1% | -0.6% | +3.8% | +4.0% |
| 6M | -2.4% | +2.4% | -4.8% | -2.2% |
| YTD | -23.9% | +19.0% | -42.9% | -28.5% |
| 1Y | -22.6% | +8.4% | -31.0% | -24.9% |
| All | -22.6% | +9.1% | -31.7% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling