+2,789.9%
AVGO vs KIM
+34.7%
+2,755.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -0.8% | -1.0% | +0.2% | -0.5% |
| 30D | -13.7% | -1.1% | -12.7% | -13.5% |
| 3M | -6.9% | -5.3% | -1.6% | -5.8% |
| 6M | +5.8% | +3.9% | +1.9% | +3.9% |
| YTD | +5.7% | +20.3% | -14.6% | -0.8% |
| 1Y | +9.0% | +10.4% | -1.4% | +4.8% |
| 3Y | +340.5% | +46.3% | +294.2% | +283.9% |
| 5Y | +711.1% | +37.6% | +673.5% | +619.5% |
| All | +2,789.9% | +34.7% | +2,755.2% | +1,960.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling