+607.8%
CIEN vs KIM
+47.7%
+560.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.1% |
| 7D | -5.3% | -0.3% | -5.0% | -5.1% |
| 30D | -17.2% | -1.7% | -15.5% | -16.6% |
| 3M | -26.9% | -0.8% | -26.0% | -27.3% |
| 6M | +16.0% | +4.4% | +11.6% | +12.4% |
| YTD | +45.9% | +21.2% | +24.7% | +31.2% |
| 1Y | +186.8% | +10.5% | +176.3% | +170.2% |
| 3Y | +607.8% | +47.5% | +560.3% | +475.7% |
| All | +607.8% | +47.7% | +560.0% | +475.7% |
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