+136.0%
GOOG vs KIM
+35.9%
+100.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | 0.0% | -1.7% | +1.8% | +0.6% |
| 30D | -2.0% | -3.0% | +1.0% | -1.0% |
| 3M | -5.9% | -8.9% | +3.0% | -3.0% |
| 6M | +8.9% | +2.4% | +6.5% | +7.5% |
| YTD | +7.1% | +18.3% | -11.2% | +0.1% |
| 1Y | +39.7% | +8.2% | +31.5% | +34.8% |
| 3Y | +145.8% | +44.0% | +101.8% | +105.9% |
| All | +136.0% | +35.9% | +100.2% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling