+44.6%
GOOG vs KIM
+10.4%
+34.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | +0.4% | -2.6% | -2.1% |
| 30D | -6.8% | -4.0% | -2.8% | -6.8% |
| 3M | -9.1% | +0.5% | -9.6% | -9.5% |
| 6M | +10.7% | +3.6% | +7.1% | +9.7% |
| YTD | +7.1% | +20.4% | -13.4% | +6.3% |
| 1Y | +44.6% | +9.7% | +34.9% | +44.9% |
| All | +44.6% | +10.4% | +34.2% | +44.9% |
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