+335.7%
CSCO vs KIM
+63.0%
+272.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.4% |
| 7D | +6.6% | -0.7% | +7.2% | +6.8% |
| 30D | -11.3% | +13.4% | -24.8% | -14.1% |
| 3M | -17.3% | +6.5% | -23.9% | -18.7% |
| 6M | +3.5% | +10.6% | -7.1% | +0.5% |
| YTD | +34.9% | +29.9% | +5.0% | +25.4% |
| 1Y | +40.5% | +29.6% | +10.9% | +30.6% |
| 3Y | +109.3% | +64.1% | +45.2% | +81.7% |
| 5Y | +105.9% | +35.3% | +70.6% | +85.9% |
| All | +335.7% | +63.0% | +272.7% | +246.5% |
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