+27.8%
INTC vs KIM
+34.6%
-6.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -39.2% | +14.1% | -53.3% | -42.8% |
| 3M | -42.9% | +6.0% | -48.9% | -44.6% |
| 6M | -50.4% | +13.2% | -63.6% | -53.8% |
| YTD | +61.7% | +30.4% | +31.3% | +38.9% |
| 1Y | +66.1% | +31.0% | +35.1% | +42.2% |
| 3Y | +58.1% | +67.6% | -9.5% | +15.8% |
| All | +27.8% | +34.6% | -6.7% | +6.7% |
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