+2,396.4%
INFY vs KIM
+638.0%
+1,758.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.5% | -5.1% |
| 7D | -7.2% | -0.3% | -6.9% | -7.2% |
| 30D | -11.2% | -1.7% | -9.5% | -10.7% |
| 3M | -7.4% | -0.8% | -6.6% | -7.2% |
| 6M | -21.3% | +4.4% | -25.7% | -22.5% |
| YTD | -36.2% | +21.2% | -57.4% | -40.3% |
| 1Y | -31.3% | +10.5% | -41.8% | -33.8% |
| 3Y | -31.1% | +47.5% | -78.6% | -40.5% |
| 5Y | -44.9% | +37.1% | -81.9% | -52.0% |
| 10Y | +83.1% | +29.5% | +53.6% | +45.9% |
| All | +2,396.4% | +638.0% | +1,758.4% | +681.8% |
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