+71.4%
MSFT vs KIM
+37.7%
+33.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -1.0% | -1.7% | +0.7% | -0.6% |
| 3M | +20.2% | -0.8% | +21.0% | +20.0% |
| 6M | +21.3% | +4.4% | +16.9% | +19.0% |
| YTD | +2.8% | +21.2% | -18.5% | -4.0% |
| 1Y | 0.0% | +10.5% | -10.6% | -3.9% |
| 3Y | +51.2% | +47.5% | +3.7% | +28.0% |
| 5Y | +71.4% | +37.1% | +34.4% | +51.0% |
| All | +71.4% | +37.7% | +33.7% | +51.0% |
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