+678.3%
DELL vs KIM
+45.1%
+633.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | +8.7% | -1.0% | +9.7% | +8.9% |
| 30D | +16.9% | -1.1% | +18.0% | +17.0% |
| 3M | +40.4% | -5.3% | +45.8% | +41.2% |
| 6M | +267.1% | +3.9% | +263.1% | +261.5% |
| YTD | +329.1% | +20.3% | +308.8% | +307.8% |
| 1Y | +346.9% | +10.4% | +336.5% | +333.3% |
| All | +678.3% | +45.1% | +633.2% | +659.7% |
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