-54.4%
PODD vs KIM
+37.3%
-91.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.6% |
| 7D | -6.9% | -1.0% | -5.9% | -6.4% |
| 30D | -3.5% | -1.1% | -2.4% | -2.9% |
| 3M | -13.6% | -5.3% | -8.3% | -11.0% |
| 6M | -42.6% | +3.9% | -46.5% | -43.8% |
| YTD | -51.5% | +20.3% | -71.8% | -56.2% |
| 1Y | -60.9% | +10.4% | -71.4% | -63.1% |
| 3Y | -19.8% | +46.3% | -66.1% | -37.1% |
| 5Y | -54.4% | +37.6% | -91.9% | -60.6% |
| All | -54.4% | +37.3% | -91.7% | -60.6% |
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