+8,236.4%
ADBE vs KIM
+3,307.9%
+4,928.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | +1.0% | +13.4% | -12.5% | -2.9% |
| 3M | -7.8% | +6.5% | -14.4% | -9.6% |
| 6M | -1.0% | +10.6% | -11.5% | -4.2% |
| YTD | -31.8% | +29.9% | -61.8% | -37.5% |
| 1Y | -29.2% | +29.6% | -58.8% | -35.0% |
| 3Y | -60.1% | +64.1% | -124.1% | -66.3% |
| 5Y | -63.7% | +35.3% | -99.0% | -67.6% |
| 10Y | +130.1% | +63.1% | +67.0% | +73.1% |
| All | +8,236.4% | +3,307.9% | +4,928.5% | +1,555.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling