+113.3%
CSCO vs KIM
+34.4%
+78.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -10.1% | -4.0% | -6.1% | -9.0% |
| 3M | -15.7% | +0.5% | -16.2% | -16.2% |
| 6M | +36.3% | +3.6% | +32.7% | +33.9% |
| YTD | +43.8% | +20.4% | +23.4% | +33.8% |
| 1Y | +63.9% | +9.7% | +54.2% | +57.4% |
| 3Y | +104.4% | +46.0% | +58.4% | +73.9% |
| All | +113.3% | +34.4% | +78.8% | +86.7% |
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