+1,146.8%
CIEN vs KIM
+63.6%
+1,083.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -4.9% | -4.7% |
| 7D | +15.3% | +0.1% | +15.1% | +15.2% |
| 30D | -22.0% | +14.1% | -36.1% | -25.0% |
| 3M | -36.6% | +6.0% | -42.6% | -37.9% |
| 6M | -51.5% | +13.2% | -64.7% | -53.5% |
| YTD | +20.0% | +30.4% | -10.4% | +10.2% |
| 1Y | +44.5% | +31.0% | +13.4% | +32.4% |
| 3Y | +539.0% | +67.6% | +471.4% | +448.1% |
| 5Y | +356.8% | +35.8% | +321.1% | +311.2% |
| All | +1,146.8% | +63.6% | +1,083.3% | +974.9% |
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