+720.4%
AVGO vs KIM
+38.4%
+681.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -13.8% | -1.7% | -12.1% | -13.3% |
| 3M | -6.9% | -0.8% | -6.1% | -7.3% |
| 6M | +11.9% | +4.4% | +7.5% | +8.8% |
| YTD | +6.9% | +21.2% | -14.4% | -2.8% |
| 1Y | +7.4% | +10.5% | -3.1% | +1.5% |
| 3Y | +345.6% | +47.5% | +298.1% | +259.1% |
| All | +720.4% | +38.4% | +681.9% | +613.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling