+236.7%
INTU vs KIM
+63.6%
+173.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +0.1% | +0.1% | -0.1% | 0.0% |
| 30D | +10.1% | +14.1% | -4.0% | +5.8% |
| 3M | -4.2% | +6.0% | -10.2% | -5.9% |
| 6M | -7.2% | +13.2% | -20.5% | -10.9% |
| YTD | -47.7% | +30.4% | -78.1% | -52.1% |
| 1Y | -46.7% | +31.0% | -77.7% | -51.3% |
| 3Y | -34.1% | +67.6% | -101.7% | -44.9% |
| 5Y | -43.3% | +35.8% | -79.1% | -49.4% |
| All | +236.7% | +63.6% | +173.1% | +148.9% |
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