+150.5%
GOOGL vs KIM
+47.7%
+102.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -4.4% | -1.7% | -2.7% | -4.1% |
| 3M | -6.8% | -0.8% | -6.0% | -6.9% |
| 6M | +13.6% | +4.4% | +9.2% | +12.2% |
| YTD | +8.3% | +21.2% | -12.9% | +3.8% |
| 1Y | +44.9% | +10.5% | +34.4% | +41.6% |
| 3Y | +150.5% | +47.5% | +103.0% | +128.2% |
| All | +150.5% | +47.7% | +102.7% | +128.2% |
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