+30.4%
ANET vs KIM
+9.2%
+21.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.4% |
| 7D | +3.0% | -1.7% | +4.7% | +2.2% |
| 30D | -5.2% | -3.0% | -2.2% | -6.4% |
| 3M | +27.6% | -8.9% | +36.5% | +23.2% |
| 6M | +44.4% | +2.4% | +42.0% | +42.2% |
| YTD | +52.3% | +18.3% | +34.0% | +59.0% |
| 1Y | +30.4% | +8.2% | +22.2% | +44.3% |
| All | +30.4% | +9.2% | +21.2% | +44.3% |
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 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