+57.4%
INTC vs KIM
+33.1%
+24.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.3% | -0.9% |
| 7D | -39.0% | +10.6% | -49.6% | -33.7% |
| 30D | -49.8% | +17.5% | -67.3% | -43.0% |
| 3M | -42.2% | +4.7% | -46.9% | -38.8% |
| 6M | -39.2% | +13.1% | -52.3% | -32.5% |
| YTD | +57.9% | +32.1% | +25.8% | +103.8% |
| 1Y | +57.4% | +32.7% | +24.7% | +102.8% |
| All | +57.4% | +33.1% | +24.2% | +102.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling