+44,807.4%
MSFT vs KIM
+3,350.7%
+41,456.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.5% |
| 7D | +7.5% | +2.8% | +4.7% | +6.8% |
| 30D | +1.9% | +16.3% | -14.4% | -1.9% |
| 3M | +9.2% | +6.6% | +2.6% | +7.4% |
| 6M | +31.9% | +12.3% | +19.6% | +27.6% |
| YTD | +13.4% | +31.6% | -18.1% | +5.4% |
| 1Y | +10.6% | +31.5% | -20.9% | +2.7% |
| 3Y | +54.7% | +68.0% | -13.3% | +33.4% |
| 5Y | +69.1% | +38.7% | +30.4% | +51.9% |
| 10Y | +920.4% | +65.7% | +854.7% | +704.7% |
| All | +44,807.4% | +3,350.7% | +41,456.6% | +16,716.5% |
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