+65.9%
CSCO vs KIM
+9.4%
+56.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | 0.0% |
| 7D | 0.0% | -1.0% | +0.9% | -0.3% |
| 30D | -10.7% | -1.1% | -9.6% | -11.0% |
| 3M | -8.7% | -5.3% | -3.4% | -9.8% |
| 6M | +44.9% | +3.9% | +41.0% | +45.8% |
| YTD | +44.1% | +20.3% | +23.9% | +48.3% |
| 1Y | +65.9% | +10.4% | +55.4% | +72.6% |
| All | +65.9% | +9.4% | +56.5% | +72.6% |
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