+32,991.5%
GILD vs KIM
+2,584.6%
+30,406.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -4.8% | -1.7% | -3.1% | -4.5% |
| 30D | +5.8% | -3.0% | +8.7% | +6.4% |
| 3M | +14.9% | -8.9% | +23.8% | +16.9% |
| 6M | -0.4% | +2.4% | -2.7% | -0.9% |
| YTD | +18.5% | +18.3% | +0.2% | +14.7% |
| 1Y | +25.1% | +8.2% | +16.9% | +23.1% |
| 3Y | +105.9% | +44.0% | +61.9% | +90.8% |
| 5Y | +143.0% | +37.3% | +105.6% | +124.8% |
| 10Y | +162.4% | +32.3% | +130.1% | +129.9% |
| All | +32,991.5% | +2,584.6% | +30,406.9% | +16,694.6% |
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