+2,761.7%
AVGO vs KIM
+33.1%
+2,728.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +1.0% | -1.5% | +2.5% | +1.5% |
| 30D | -13.3% | -1.7% | -11.6% | -12.9% |
| 3M | -2.9% | -7.1% | +4.3% | -1.2% |
| 6M | +5.7% | +2.9% | +2.8% | +4.2% |
| YTD | +4.6% | +18.8% | -14.2% | -1.5% |
| 1Y | -1.6% | +9.4% | -11.1% | -5.2% |
| 3Y | +336.2% | +44.6% | +291.6% | +281.5% |
| 5Y | +695.6% | +37.9% | +657.7% | +605.7% |
| All | +2,761.7% | +33.1% | +2,728.7% | +1,947.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling