-44.6%
INFY vs KIM
+35.9%
-80.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -5.4% | -1.7% | -3.6% | -4.9% |
| 30D | -9.9% | -3.0% | -6.9% | -9.0% |
| 3M | -4.6% | -8.9% | +4.3% | -1.6% |
| 6M | -18.5% | +2.4% | -20.8% | -19.2% |
| YTD | -36.5% | +18.3% | -54.9% | -40.1% |
| 1Y | -32.8% | +8.2% | -40.9% | -34.7% |
| 3Y | -32.2% | +44.0% | -76.2% | -41.5% |
| All | -44.6% | +35.9% | -80.5% | -51.6% |
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