+78.9%
INFY vs KIM
+32.5%
+46.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -5.4% | -1.7% | -3.6% | -5.0% |
| 30D | -9.9% | -3.0% | -6.9% | -9.2% |
| 3M | -4.6% | -8.9% | +4.3% | -2.3% |
| 6M | -18.5% | +2.4% | -20.8% | -19.0% |
| YTD | -36.5% | +18.3% | -54.9% | -39.2% |
| 1Y | -32.8% | +8.2% | -40.9% | -34.2% |
| 3Y | -32.2% | +44.0% | -76.2% | -38.8% |
| 5Y | -44.7% | +37.3% | -82.0% | -49.9% |
| All | +78.9% | +32.5% | +46.4% | +52.7% |
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