-63.1%
ADBE vs KIM
+36.8%
-99.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -4.4% | -1.0% | -3.4% | -4.0% |
| 30D | -0.2% | +14.8% | -15.0% | -6.0% |
| 3M | -9.9% | +8.1% | -18.1% | -13.0% |
| 6M | -3.5% | +11.7% | -15.1% | -8.4% |
| YTD | -32.1% | +30.7% | -62.8% | -40.4% |
| 1Y | -28.7% | +29.7% | -58.4% | -37.2% |
| 3Y | -60.2% | +65.1% | -125.3% | -70.0% |
| 5Y | -63.1% | +34.7% | -97.7% | -68.6% |
| All | -63.1% | +36.8% | -99.8% | -68.6% |
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