+143.3%
DELL vs KIM
+33.1%
+110.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.6% | -12.4% | -6.5% |
| 7D | -24.6% | +10.6% | -35.2% | -19.6% |
| 30D | -32.5% | +17.5% | -50.0% | -25.8% |
| 3M | -20.2% | +4.7% | -24.9% | -16.4% |
| 6M | +76.5% | +13.1% | +63.3% | +87.5% |
| YTD | +198.9% | +32.1% | +166.9% | +214.2% |
| 1Y | +143.3% | +32.7% | +110.7% | +154.6% |
| All | +143.3% | +33.1% | +110.2% | +154.6% |
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