+358.3%
DELL vs KIM
+9.2%
+349.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +11.8% |
| 7D | +8.2% | -1.7% | +10.0% | +7.6% |
| 30D | +17.1% | -3.0% | +20.0% | +16.1% |
| 3M | +45.2% | -8.9% | +54.0% | +41.4% |
| 6M | +286.8% | +2.4% | +284.4% | +281.3% |
| YTD | +354.8% | +18.3% | +336.4% | +347.6% |
| 1Y | +358.3% | +8.2% | +350.1% | +347.6% |
| All | +358.3% | +9.2% | +349.0% | +347.6% |
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