+344.2%
CIEN vs KIM
+38.5%
+305.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.6% | +10.2% |
| 7D | -5.3% | +2.8% | -8.1% | -6.5% |
| 30D | -40.1% | +16.3% | -56.5% | -44.6% |
| 3M | -34.7% | +6.6% | -41.3% | -36.9% |
| 6M | -50.9% | +12.3% | -63.2% | -54.4% |
| YTD | +15.2% | +31.6% | -16.4% | -2.0% |
| 1Y | +35.2% | +31.5% | +3.7% | +14.8% |
| 3Y | +522.6% | +68.0% | +454.6% | +355.9% |
| 5Y | +344.2% | +38.7% | +305.5% | +262.8% |
| All | +344.2% | +38.5% | +305.7% | +262.8% |
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