+39.4%
CSCO vs KIM
+31.8%
+7.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +5.4% |
| 7D | -2.9% | +2.8% | -5.7% | -2.0% |
| 30D | -16.7% | +16.3% | -33.0% | -12.3% |
| 3M | -18.4% | +6.6% | -25.1% | -16.5% |
| 6M | +2.9% | +12.3% | -9.4% | +7.5% |
| YTD | +30.4% | +31.6% | -1.1% | +43.8% |
| All | +39.4% | +31.8% | +7.6% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling