-54.1%
ADBE vs KIM
+47.7%
-101.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.1% | -3.6% |
| 7D | -10.1% | -0.3% | -9.7% | -10.0% |
| 30D | -3.0% | -1.7% | -1.3% | -2.6% |
| 3M | +5.0% | -0.8% | +5.8% | +5.2% |
| 6M | -9.3% | +4.4% | -13.7% | -10.5% |
| YTD | -26.5% | +21.2% | -47.7% | -30.6% |
| 1Y | -28.3% | +10.5% | -38.8% | -30.6% |
| 3Y | -54.1% | +47.5% | -101.6% | -59.5% |
| All | -54.1% | +47.7% | -101.8% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling