+740.7%
GOOGL vs KIM
+33.1%
+707.6%
-44.3%
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 | -2.8% | -1.5% | -1.3% | -2.5% |
| 30D | -3.2% | -1.7% | -1.5% | -2.8% |
| 3M | -6.6% | -7.1% | +0.5% | -5.2% |
| 6M | +8.5% | +2.9% | +5.6% | +7.5% |
| YTD | +6.5% | +18.8% | -12.4% | +2.0% |
| 1Y | +39.4% | +9.4% | +30.0% | +36.0% |
| 3Y | +146.2% | +44.6% | +101.6% | +122.9% |
| 5Y | +138.3% | +37.9% | +100.4% | +118.2% |
| All | +740.7% | +33.1% | +707.6% | +615.6% |
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