+330.4%
PODD vs KIM
+63.0%
+267.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | +8.1% | +13.4% | -5.3% | +4.8% |
| 3M | +2.9% | +6.5% | -3.6% | +1.3% |
| 6M | -5.7% | +10.6% | -16.3% | -7.9% |
| YTD | -47.5% | +29.9% | -77.4% | -50.8% |
| 1Y | -55.7% | +29.6% | -85.2% | -58.4% |
| 3Y | -3.7% | +64.1% | -67.8% | -14.9% |
| 5Y | -52.6% | +35.3% | -87.9% | -56.4% |
| All | +330.4% | +63.0% | +267.3% | +254.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling