+111.7%
INTC vs KIM
+37.7%
+74.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.7% | +8.4% | +8.8% |
| 7D | +17.4% | -0.3% | +17.7% | +17.6% |
| 30D | +2.8% | -1.7% | +4.5% | +3.6% |
| 3M | -5.3% | -0.8% | -4.4% | -5.7% |
| 6M | +140.6% | +4.4% | +136.2% | +133.5% |
| YTD | +183.1% | +21.2% | +161.9% | +153.4% |
| 1Y | +326.8% | +10.5% | +316.2% | +299.8% |
| 3Y | +179.4% | +47.5% | +132.0% | +121.5% |
| 5Y | +111.7% | +37.1% | +74.6% | +78.3% |
| All | +111.7% | +37.7% | +74.0% | +78.3% |
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