+3.6%
GOOG vs KIM
+33.1%
-29.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.3% | +3.9% |
| 7D | -10.7% | +10.6% | -21.3% | -8.8% |
| 30D | -16.4% | +17.5% | -33.9% | -14.5% |
| 3M | -23.4% | +4.7% | -28.1% | -21.8% |
| 6M | -24.2% | +13.1% | -37.4% | -23.0% |
| YTD | -8.3% | +32.1% | -40.3% | -4.8% |
| 1Y | +3.6% | +32.7% | -29.1% | +7.4% |
| All | +3.6% | +33.1% | -29.5% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling