+702.3%
GOOG vs KIM
+63.6%
+638.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -14.9% | +14.1% | -29.0% | -17.5% |
| 3M | -14.9% | +6.0% | -20.9% | -16.1% |
| 6M | -26.6% | +13.2% | -39.8% | -28.9% |
| YTD | -6.6% | +30.4% | -37.0% | -12.4% |
| 1Y | +5.1% | +31.0% | -26.0% | -1.7% |
| 3Y | +121.0% | +67.6% | +53.3% | +93.6% |
| 5Y | +97.3% | +35.8% | +61.6% | +80.6% |
| All | +702.3% | +63.6% | +638.7% | +535.7% |
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