+103.2%
GOOGL vs KIM
+36.8%
+66.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | -16.8% | +14.8% | -31.6% | -20.8% |
| 3M | -14.6% | +8.1% | -22.7% | -17.0% |
| 6M | -24.4% | +11.7% | -36.1% | -27.7% |
| YTD | -6.1% | +30.7% | -36.8% | -15.5% |
| 1Y | +1.0% | +29.7% | -28.7% | -9.0% |
| 3Y | +123.4% | +65.1% | +58.3% | +75.9% |
| 5Y | +103.2% | +34.7% | +68.6% | +78.7% |
| All | +103.2% | +36.8% | +66.5% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling