+138.2%
IBM vs KIM
+31.1%
+107.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -5.0% | +4.1% | -9.0% | -6.2% |
| 30D | +11.1% | +16.8% | -5.7% | +5.6% |
| 3M | +5.7% | +5.7% | 0.0% | +3.7% |
| 6M | +10.1% | +9.7% | +0.4% | +6.4% |
| YTD | -15.6% | +30.2% | -45.8% | -23.3% |
| 1Y | -19.5% | +32.1% | -51.6% | -27.3% |
| 3Y | +80.4% | +58.6% | +21.8% | +51.7% |
| All | +138.2% | +31.1% | +107.1% | +110.0% |
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