+228.1%
EBAY vs KIM
+65.6%
+162.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +3.5% | +14.1% | -10.7% | -0.7% |
| 3M | +16.0% | +6.0% | +10.0% | +13.9% |
| 6M | +7.6% | +13.2% | -5.6% | +3.3% |
| YTD | +40.1% | +30.4% | +9.7% | +28.0% |
| 1Y | +45.0% | +31.0% | +14.0% | +32.2% |
| 3Y | +228.1% | +67.6% | +160.5% | +163.8% |
| All | +228.1% | +65.6% | +162.6% | +163.8% |
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 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