+148.0%
ADBE vs KIM
+33.1%
+115.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -12.9% | -1.5% | -11.4% | -12.6% |
| 30D | -5.6% | -1.7% | -4.0% | -5.3% |
| 3M | +6.6% | -7.1% | +13.8% | +8.3% |
| 6M | -9.6% | +2.9% | -12.4% | -10.4% |
| YTD | -28.9% | +18.8% | -47.8% | -31.8% |
| 1Y | -28.9% | +9.4% | -38.4% | -30.6% |
| 3Y | -55.6% | +44.6% | -100.2% | -59.5% |
| 5Y | -62.2% | +37.9% | -100.2% | -65.1% |
| All | +148.0% | +33.1% | +115.0% | +129.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling