+235.3%
INTU vs KIM
+65.6%
+169.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -3.9% | +2.8% | -6.8% | -4.7% |
| 30D | +11.7% | +16.3% | -4.6% | +6.7% |
| 3M | +4.5% | +6.6% | -2.2% | +2.4% |
| 6M | -13.9% | +12.3% | -26.2% | -17.1% |
| YTD | -48.2% | +31.6% | -79.8% | -52.7% |
| 1Y | -47.1% | +31.5% | -78.6% | -51.7% |
| 3Y | -32.5% | +68.0% | -100.5% | -43.6% |
| 5Y | -42.6% | +38.7% | -81.3% | -49.0% |
| 10Y | +235.3% | +65.7% | +169.6% | +144.3% |
| All | +235.3% | +65.6% | +169.7% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling