+8,466.8%
INTC vs KIM
+3,307.9%
+5,158.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +17.1% | -0.7% | +17.8% | +17.4% |
| 30D | -40.5% | +13.4% | -53.9% | -42.9% |
| 3M | -39.4% | +6.5% | -45.9% | -40.8% |
| 6M | -49.3% | +10.6% | -59.8% | -51.2% |
| YTD | +65.9% | +29.9% | +35.9% | +51.2% |
| 1Y | +61.5% | +29.6% | +32.0% | +47.3% |
| 3Y | +59.6% | +64.1% | -4.5% | +34.9% |
| 5Y | +31.2% | +35.3% | -4.1% | +17.0% |
| 10Y | +116.6% | +63.1% | +53.5% | +67.5% |
| All | +8,466.8% | +3,307.9% | +5,158.9% | +3,399.7% |
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