+14,014.6%
EBAY vs KIM
+647.1%
+13,367.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -6.7% | -4.0% | -2.7% | -5.5% |
| 3M | -5.0% | +0.5% | -5.5% | -5.2% |
| 6M | +14.6% | +3.6% | +11.0% | +13.2% |
| YTD | +19.8% | +20.4% | -0.6% | +12.8% |
| 1Y | +12.6% | +9.7% | +2.9% | +9.0% |
| 3Y | +141.0% | +46.0% | +95.0% | +111.6% |
| 5Y | +47.5% | +34.4% | +13.1% | +32.3% |
| 10Y | +263.3% | +29.3% | +234.0% | +194.9% |
| All | +14,014.6% | +647.1% | +13,367.6% | +4,643.2% |
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