+366.8%
CSCO vs KIM
+29.1%
+337.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -10.1% | -1.7% | -8.4% | -9.7% |
| 3M | -11.7% | -0.8% | -10.9% | -11.8% |
| 6M | +40.1% | +4.4% | +35.7% | +38.0% |
| YTD | +43.8% | +21.2% | +22.5% | +36.1% |
| 1Y | +66.6% | +10.5% | +56.1% | +61.3% |
| 3Y | +108.5% | +47.5% | +61.0% | +85.9% |
| 5Y | +114.0% | +37.1% | +76.9% | +92.9% |
| 10Y | +366.8% | +29.5% | +337.3% | +291.9% |
| All | +366.8% | +29.1% | +337.7% | +291.9% |
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