+62.4%
MSFT vs KIM
+34.6%
+27.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -1.8% | +14.1% | -16.0% | -5.6% |
| 3M | +5.6% | +6.0% | -0.4% | +3.8% |
| 6M | +29.8% | +13.2% | +16.6% | +24.3% |
| YTD | +9.0% | +30.4% | -21.4% | -0.7% |
| 1Y | +4.9% | +31.0% | -26.1% | -4.6% |
| 3Y | +46.2% | +67.6% | -21.4% | +17.3% |
| All | +62.4% | +34.6% | +27.9% | +44.1% |
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