+211.1%
INTU vs KIM
+29.1%
+182.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -7.5% | -0.3% | -7.2% | -7.5% |
| 30D | -1.9% | -1.7% | -0.2% | -1.5% |
| 3M | +4.9% | -0.8% | +5.7% | +5.0% |
| 6M | -33.2% | +4.4% | -37.6% | -34.4% |
| YTD | -51.4% | +21.2% | -72.6% | -54.5% |
| 1Y | -52.0% | +10.5% | -62.5% | -53.8% |
| 3Y | -40.7% | +47.5% | -88.2% | -48.5% |
| 5Y | -41.7% | +37.1% | -78.8% | -47.9% |
| 10Y | +211.1% | +29.5% | +181.6% | +151.3% |
| All | +211.1% | +29.1% | +182.0% | +151.3% |
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