-61.2%
ADBE vs KIM
+37.7%
-98.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.1% | -3.7% |
| 7D | -10.1% | -0.3% | -9.7% | -10.0% |
| 30D | -3.0% | -1.7% | -1.3% | -2.4% |
| 3M | +5.0% | -0.8% | +5.8% | +5.2% |
| 6M | -9.3% | +4.4% | -13.7% | -11.4% |
| YTD | -26.5% | +21.2% | -47.7% | -32.9% |
| 1Y | -28.3% | +10.5% | -38.8% | -31.9% |
| 3Y | -54.1% | +47.5% | -101.6% | -62.9% |
| 5Y | -61.2% | +37.1% | -98.3% | -66.3% |
| All | -61.2% | +37.7% | -98.9% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling