+39.4%
GOOGL vs KIM
+9.4%
+30.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -2.8% | -1.5% | -1.3% | -2.8% |
| 30D | -3.2% | -1.7% | -1.5% | -3.2% |
| 3M | -6.6% | -7.1% | +0.5% | -6.4% |
| 6M | +8.5% | +2.9% | +5.6% | +7.5% |
| YTD | +6.5% | +18.8% | -12.4% | +5.7% |
| 1Y | +39.4% | +9.4% | +30.0% | +39.8% |
| All | +39.4% | +9.4% | +30.0% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling