+5,512.5%
ANET vs KIM
+79.9%
+5,432.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +3.7% | -1.0% | +4.6% | +3.9% |
| 30D | +0.7% | -1.1% | +1.8% | +1.0% |
| 3M | +26.8% | -5.3% | +32.1% | +28.0% |
| 6M | +40.7% | +3.9% | +36.7% | +38.6% |
| YTD | +47.2% | +20.3% | +27.0% | +39.6% |
| 1Y | +36.0% | +10.4% | +25.5% | +31.6% |
| 3Y | +292.8% | +46.3% | +246.5% | +250.3% |
| 5Y | +761.9% | +37.6% | +724.4% | +682.4% |
| 10Y | +3,770.2% | +34.5% | +3,735.7% | +3,293.9% |
| All | +5,512.5% | +79.9% | +5,432.7% | +4,414.6% |
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 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