-23.0%
IDXX vs KIM
+35.9%
-58.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | -5.7% | -1.7% | -4.0% | -4.9% |
| 30D | -11.5% | -3.0% | -8.6% | -10.2% |
| 3M | -9.5% | -8.9% | -0.7% | -5.2% |
| 6M | -16.0% | +2.4% | -18.3% | -17.4% |
| YTD | -25.4% | +18.3% | -43.7% | -32.3% |
| 1Y | -21.8% | +8.2% | -30.0% | -25.6% |
| 3Y | +7.0% | +44.0% | -37.0% | -14.4% |
| All | -23.0% | +35.9% | -58.8% | -33.9% |
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