+270.0%
INTC vs KIM
+29.7%
+240.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +18.0% | -1.0% | +18.9% | +18.3% |
| 30D | +8.9% | -1.1% | +10.0% | +9.3% |
| 3M | -1.6% | -5.3% | +3.8% | -0.3% |
| 6M | +133.1% | +3.9% | +129.2% | +129.3% |
| YTD | +187.9% | +20.3% | +167.6% | +169.8% |
| 1Y | +334.7% | +10.4% | +324.3% | +317.6% |
| 3Y | +184.2% | +46.3% | +137.9% | +149.8% |
| 5Y | +116.0% | +37.6% | +78.4% | +93.4% |
| 10Y | +270.0% | +34.5% | +235.5% | +201.1% |
| All | +270.0% | +29.7% | +240.3% | +201.1% |
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