+142.4%
GILD vs KIM
+35.9%
+106.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -4.8% | -1.7% | -3.1% | -4.4% |
| 30D | +5.8% | -3.0% | +8.7% | +6.6% |
| 3M | +14.9% | -8.9% | +23.8% | +17.7% |
| 6M | -0.4% | +2.4% | -2.7% | -1.1% |
| YTD | +18.5% | +18.3% | +0.2% | +13.2% |
| 1Y | +25.1% | +8.2% | +16.9% | +22.2% |
| 3Y | +105.9% | +44.0% | +61.9% | +84.6% |
| All | +142.4% | +35.9% | +106.6% | +123.3% |
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 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