+13,310.2%
INTC vs KIM
+3,058.9%
+10,251.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +7.1% | +0.4% | +6.7% | +6.9% |
| 30D | -5.2% | -4.0% | -1.2% | -4.0% |
| 3M | -14.3% | +0.5% | -14.8% | -14.9% |
| 6M | +110.2% | +3.6% | +106.6% | +107.0% |
| YTD | +159.6% | +20.4% | +139.2% | +143.1% |
| 1Y | +289.3% | +9.7% | +279.6% | +274.5% |
| 3Y | +166.1% | +46.0% | +120.1% | +133.4% |
| 5Y | +94.4% | +34.4% | +59.9% | +74.3% |
| 10Y | +227.7% | +29.3% | +198.4% | +172.7% |
| All | +13,310.2% | +3,058.9% | +10,251.3% | +5,529.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling