-7.0%
IBM vs KIM
+10.5%
-17.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -1.5% | -1.7% | +0.2% | -1.2% |
| 3M | -16.8% | -0.8% | -15.9% | -16.5% |
| 6M | -9.0% | +4.4% | -13.4% | -10.1% |
| YTD | -20.1% | +21.2% | -41.3% | -25.1% |
| 1Y | -7.0% | +10.5% | -17.6% | -10.5% |
| All | -7.0% | +10.5% | -17.5% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling