+13,447.0%
GOOG vs KIM
+178.5%
+13,268.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -5.1% | -1.7% | -3.3% | -4.7% |
| 3M | -7.1% | -0.8% | -6.3% | -7.1% |
| 6M | +12.7% | +4.4% | +8.2% | +11.1% |
| YTD | +7.1% | +21.2% | -14.2% | +1.5% |
| 1Y | +43.6% | +10.5% | +33.1% | +39.3% |
| 3Y | +146.8% | +47.5% | +99.3% | +119.4% |
| 5Y | +133.7% | +37.1% | +96.6% | +110.6% |
| 10Y | +773.3% | +29.5% | +743.8% | +635.8% |
| All | +13,447.0% | +178.5% | +13,268.4% | +7,697.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling