+258.1%
AVGO vs KIM
+65.6%
+192.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | 0.0% | +2.8% | -2.8% | -0.4% |
| 30D | -8.2% | +15.9% | -24.1% | -10.2% |
| 3M | -21.3% | +7.8% | -29.0% | -22.0% |
| 6M | -22.5% | +11.9% | -34.4% | -24.7% |
| YTD | -3.6% | +31.0% | -34.6% | -10.4% |
| 1Y | -6.7% | +32.3% | -39.0% | -13.7% |
| 3Y | +258.1% | +65.5% | +192.7% | +217.5% |
| All | +258.1% | +65.6% | +192.6% | +217.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling