+2,584.7%
AVGO vs KIM
+63.9%
+2,520.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +6.1% | -1.0% | +7.1% | +6.4% |
| 30D | -2.7% | +14.8% | -17.5% | -6.6% |
| 3M | -16.9% | +8.1% | -25.0% | -18.9% |
| 6M | -19.1% | +11.7% | -30.8% | -22.4% |
| YTD | +0.3% | +30.7% | -30.4% | -8.3% |
| 1Y | -1.2% | +29.7% | -30.9% | -9.6% |
| 3Y | +272.4% | +65.1% | +207.3% | +213.0% |
| 5Y | +579.0% | +34.7% | +544.4% | +503.4% |
| 10Y | +2,584.7% | +64.1% | +2,520.6% | +1,800.9% |
| All | +2,584.7% | +63.9% | +2,520.9% | +1,800.9% |
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