+62.2%
INTC vs KIM
+65.0%
-2.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +17.1% | -0.7% | +17.8% | +17.3% |
| 30D | -40.5% | +13.4% | -53.9% | -42.3% |
| 3M | -39.4% | +6.5% | -45.9% | -40.2% |
| 6M | -49.3% | +10.6% | -59.8% | -51.0% |
| YTD | +65.9% | +29.9% | +35.9% | +48.9% |
| 1Y | +61.5% | +29.6% | +32.0% | +45.1% |
| All | +62.2% | +65.0% | -2.7% | +43.4% |
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