+35,136.9%
IDXX vs KIM
+3,017.4%
+32,119.4%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | -13.7% | -1.7% | -12.0% | -13.3% |
| 3M | -9.1% | -7.1% | -1.9% | -7.5% |
| 6M | -15.4% | +2.9% | -18.3% | -16.1% |
| YTD | -25.1% | +18.8% | -44.0% | -28.3% |
| 1Y | -20.6% | +9.4% | -30.0% | -22.5% |
| 3Y | +8.7% | +44.6% | -35.8% | -0.9% |
| 5Y | -25.7% | +37.9% | -63.6% | -31.6% |
| 10Y | +360.6% | +32.9% | +327.7% | +294.3% |
| All | +35,136.9% | +3,017.4% | +32,119.4% | +13,133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling