+767.4%
GOOG vs KIM
+33.1%
+734.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -2.5% | -1.5% | -1.0% | -2.2% |
| 30D | -3.6% | -1.7% | -1.9% | -3.3% |
| 3M | -6.4% | -7.1% | +0.7% | -5.0% |
| 6M | +7.8% | +2.9% | +4.9% | +6.9% |
| YTD | +5.5% | +18.8% | -13.4% | +1.1% |
| 1Y | +38.3% | +9.4% | +28.8% | +34.9% |
| 3Y | +143.1% | +44.6% | +98.5% | +120.3% |
| 5Y | +135.0% | +37.9% | +97.1% | +115.4% |
| All | +767.4% | +33.1% | +734.3% | +634.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling