+131.6%
IBM vs KIM
+29.1%
+102.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -1.5% | -1.7% | +0.2% | -1.0% |
| 3M | -16.8% | -0.8% | -15.9% | -16.7% |
| 6M | -9.0% | +4.4% | -13.4% | -10.4% |
| YTD | -20.1% | +21.2% | -41.3% | -24.8% |
| 1Y | -7.0% | +10.5% | -17.6% | -10.2% |
| 3Y | +72.4% | +47.5% | +24.9% | +51.7% |
| 5Y | +112.0% | +37.1% | +74.9% | +87.9% |
| 10Y | +131.6% | +29.5% | +102.1% | +84.7% |
| All | +131.6% | +29.1% | +102.4% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling