+4,770.1%
DELL vs KIM
+32.8%
+4,737.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +25.6% | -0.3% | +25.9% | +25.7% |
| 30D | +17.7% | -1.7% | +19.4% | +18.2% |
| 3M | +33.4% | -0.8% | +34.3% | +33.2% |
| 6M | +266.2% | +4.4% | +261.8% | +259.4% |
| YTD | +328.0% | +21.2% | +306.8% | +300.9% |
| 1Y | +339.6% | +10.5% | +329.0% | +322.8% |
| 3Y | +694.6% | +47.5% | +647.1% | +592.2% |
| 5Y | +1,122.0% | +37.1% | +1,084.9% | +989.2% |
| 10Y | +4,062.5% | +29.5% | +4,033.0% | +3,123.8% |
| All | +4,770.1% | +32.8% | +4,737.3% | +3,649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling