-27.1%
ADBE vs KIM
+30.6%
-57.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +1.0% | +14.1% | -13.1% | -0.2% |
| 3M | -10.1% | +6.0% | -16.1% | -11.2% |
| 6M | +3.0% | +13.2% | -10.3% | +2.9% |
| YTD | -30.5% | +30.4% | -60.9% | -35.6% |
| 1Y | -27.1% | +31.0% | -58.2% | -32.8% |
| All | -27.1% | +30.6% | -57.7% | -32.8% |
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