+31,416.6%
AVGO vs KIM
+350.1%
+31,066.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -14.4% | -4.0% | -10.5% | -13.3% |
| 3M | -14.4% | +0.5% | -15.0% | -15.1% |
| 6M | +13.1% | +3.6% | +9.5% | +11.0% |
| YTD | +3.8% | +20.4% | -16.6% | -3.4% |
| 1Y | +17.8% | +9.7% | +8.1% | +12.9% |
| 3Y | +325.3% | +46.0% | +279.3% | +264.0% |
| 5Y | +689.9% | +34.4% | +655.5% | +592.1% |
| 10Y | +2,597.0% | +29.3% | +2,567.7% | +2,119.2% |
| All | +31,416.6% | +350.1% | +31,066.5% | +15,911.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling