-8.0%
KMB vs KIM
+34.4%
-42.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.0% | +0.4% | -3.5% | -3.1% |
| 30D | -5.5% | -4.0% | -1.5% | -4.6% |
| 3M | +14.0% | +0.5% | +13.4% | +13.9% |
| 6M | +4.1% | +3.6% | +0.5% | +3.3% |
| YTD | +8.0% | +20.4% | -12.4% | +3.7% |
| 1Y | -13.7% | +9.7% | -23.4% | -15.6% |
| 3Y | -5.9% | +46.0% | -51.9% | -14.0% |
| All | -8.0% | +34.4% | -42.5% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling