-33.2%
INFY vs KIM
+43.4%
-76.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -9.8% | -1.5% | -8.3% | -9.4% |
| 30D | -13.4% | -1.7% | -11.7% | -13.1% |
| 3M | -7.2% | -7.1% | -0.1% | -5.4% |
| 6M | -20.6% | +2.9% | -23.5% | -21.1% |
| YTD | -37.5% | +18.8% | -56.3% | -40.2% |
| 1Y | -33.4% | +9.4% | -42.8% | -34.9% |
| All | -33.2% | +43.4% | -76.6% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling