-0.6%
KMB vs KIM
+31.1%
-31.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.5% | +4.1% | -3.6% | -0.5% |
| 30D | +12.4% | +16.8% | -4.4% | +8.2% |
| 3M | +1.0% | +5.7% | -4.7% | -0.4% |
| 6M | +12.1% | +9.7% | +2.5% | +9.7% |
| YTD | +11.6% | +30.2% | -18.6% | +5.1% |
| 1Y | +13.1% | +32.1% | -19.0% | +6.1% |
| 3Y | +1.6% | +58.6% | -57.0% | -8.8% |
| All | -0.6% | +31.1% | -31.7% | -8.2% |
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