+276.1%
EBAY vs KIM
+32.5%
+243.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +4.2% | -1.7% | +5.9% | +4.5% |
| 30D | +5.6% | -3.0% | +8.6% | +6.2% |
| 3M | -1.4% | -8.9% | +7.5% | +0.2% |
| 6M | +18.2% | +2.4% | +15.8% | +17.6% |
| YTD | +24.8% | +18.3% | +6.5% | +20.8% |
| 1Y | +18.0% | +8.2% | +9.8% | +16.1% |
| 3Y | +160.3% | +44.0% | +116.2% | +142.3% |
| 5Y | +62.1% | +37.3% | +24.8% | +52.9% |
| All | +276.1% | +32.5% | +243.6% | +245.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling