+124.3%
GOOGL vs KIM
+66.0%
+58.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +1.6% | -1.0% | +2.6% | +1.7% |
| 30D | -16.8% | +14.8% | -31.6% | -18.4% |
| 3M | -14.6% | +8.1% | -22.7% | -15.4% |
| 6M | -24.4% | +11.7% | -36.1% | -25.8% |
| YTD | -6.1% | +30.7% | -36.8% | -10.6% |
| 1Y | +1.0% | +29.7% | -28.7% | -3.7% |
| All | +124.3% | +66.0% | +58.3% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling