+149.9%
IBM vs KIM
+65.6%
+84.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.2% |
| 7D | -2.5% | +2.8% | -5.4% | -3.3% |
| 30D | +8.4% | +16.3% | -8.0% | +3.6% |
| 3M | +4.5% | +6.6% | -2.2% | +2.4% |
| 6M | +7.9% | +12.3% | -4.4% | +4.0% |
| YTD | -15.2% | +31.6% | -46.8% | -22.2% |
| 1Y | -17.6% | +31.5% | -49.1% | -24.3% |
| 3Y | +82.1% | +68.0% | +14.1% | +54.3% |
| 5Y | +143.3% | +38.7% | +104.6% | +114.7% |
| 10Y | +149.9% | +65.7% | +84.2% | +83.8% |
| All | +149.9% | +65.6% | +84.3% | +83.8% |
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