+630.6%
DELL vs KIM
+33.6%
+597.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | +17.1% | -0.7% | +17.8% | +17.4% |
| 30D | -35.1% | +13.4% | -48.5% | -38.2% |
| 3M | -23.3% | +6.5% | -29.8% | -25.4% |
| 6M | +55.8% | +10.6% | +45.2% | +47.9% |
| YTD | +198.0% | +29.9% | +168.0% | +162.5% |
| 1Y | +166.6% | +29.6% | +137.0% | +135.0% |
| 3Y | +427.6% | +64.1% | +363.6% | +302.8% |
| 5Y | +630.6% | +35.3% | +595.4% | +520.8% |
| All | +630.6% | +33.6% | +597.1% | +520.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling