+425.7%
DELL vs KIM
+65.0%
+360.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | +17.1% | -0.7% | +17.8% | +17.2% |
| 30D | -35.1% | +13.4% | -48.5% | -35.8% |
| 3M | -23.3% | +6.5% | -29.8% | -23.5% |
| 6M | +55.8% | +10.6% | +45.2% | +53.2% |
| YTD | +198.0% | +29.9% | +168.0% | +181.1% |
| 1Y | +166.6% | +29.6% | +137.0% | +151.6% |
| All | +425.7% | +65.0% | +360.7% | +447.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling