+41,061.1%
MSFT vs KIM
+3,058.9%
+38,002.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +2.7% | -4.0% | +6.7% | +3.7% |
| 3M | +17.0% | +0.5% | +16.4% | +16.5% |
| 6M | +23.8% | +3.6% | +20.2% | +22.3% |
| YTD | +4.0% | +20.4% | -16.4% | -1.2% |
| 1Y | -0.8% | +9.7% | -10.5% | -3.7% |
| 3Y | +55.6% | +46.0% | +9.6% | +38.7% |
| 5Y | +72.9% | +34.4% | +38.5% | +56.3% |
| 10Y | +875.8% | +29.3% | +846.5% | +720.4% |
| All | +41,061.1% | +3,058.9% | +38,002.2% | +15,666.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling