+132.5%
GOOGL vs KIM
+37.3%
+95.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -1.9% | -1.0% | -0.9% | -1.5% |
| 30D | -7.5% | -1.1% | -6.4% | -7.1% |
| 3M | -9.2% | -5.3% | -3.8% | -7.7% |
| 6M | +8.1% | +3.9% | +4.1% | +6.1% |
| YTD | +5.8% | +20.3% | -14.4% | -1.5% |
| 1Y | +38.3% | +10.4% | +27.9% | +32.6% |
| 3Y | +144.8% | +46.3% | +98.4% | +104.2% |
| 5Y | +132.5% | +37.6% | +95.0% | +103.5% |
| All | +132.5% | +37.3% | +95.2% | +103.5% |
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