+42,697.7%
CSCO vs KIM
+3,315.9%
+39,381.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -10.2% | +4.1% | -14.3% | -11.3% |
| 30D | -20.1% | +16.8% | -36.8% | -23.8% |
| 3M | -22.4% | +5.7% | -28.1% | -23.8% |
| 6M | +2.8% | +9.7% | -6.9% | -0.5% |
| YTD | +23.6% | +30.2% | -6.6% | +13.3% |
| 1Y | +34.0% | +32.1% | +1.9% | +22.2% |
| 3Y | +89.3% | +58.6% | +30.7% | +61.8% |
| 5Y | +87.9% | +31.2% | +56.7% | +67.7% |
| 10Y | +314.9% | +66.7% | +248.2% | +213.6% |
| All | +42,697.7% | +3,315.9% | +39,381.8% | +16,607.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling