+319.1%
DELL vs KIM
+9.1%
+309.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.0% |
| 7D | +14.9% | -0.8% | +15.6% | +14.6% |
| 30D | +13.3% | -5.1% | +18.4% | +11.5% |
| 3M | +24.4% | -0.6% | +25.0% | +23.3% |
| 6M | +258.0% | +2.4% | +255.6% | +253.3% |
| YTD | +320.2% | +19.0% | +301.2% | +313.7% |
| 1Y | +319.1% | +8.4% | +310.6% | +316.9% |
| All | +319.1% | +9.1% | +309.9% | +316.9% |
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 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