+2,662.4%
DELL vs KIM
+63.6%
+2,598.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.5% | -7.3% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | -32.1% | +14.1% | -46.2% | -34.8% |
| 3M | -30.2% | +6.0% | -36.2% | -31.7% |
| 6M | +41.7% | +13.2% | +28.5% | +35.4% |
| YTD | +176.6% | +30.4% | +146.2% | +152.8% |
| 1Y | +159.9% | +31.0% | +128.9% | +137.1% |
| 3Y | +388.0% | +67.6% | +320.3% | +308.4% |
| 5Y | +578.2% | +35.8% | +542.4% | +502.6% |
| All | +2,662.4% | +63.6% | +2,598.8% | +1,839.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling