+236.1%
PODD vs KIM
+29.7%
+206.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -6.9% | -1.0% | -5.9% | -6.7% |
| 30D | -3.5% | -1.1% | -2.4% | -3.2% |
| 3M | -13.6% | -5.3% | -8.3% | -12.4% |
| 6M | -42.6% | +3.9% | -46.5% | -43.2% |
| YTD | -51.5% | +20.3% | -71.8% | -53.7% |
| 1Y | -60.9% | +10.4% | -71.4% | -61.9% |
| 3Y | -19.8% | +46.3% | -66.1% | -27.4% |
| 5Y | -54.4% | +37.6% | -91.9% | -57.9% |
| 10Y | +236.1% | +34.5% | +201.6% | +232.2% |
| All | +236.1% | +29.7% | +206.4% | +232.2% |
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 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