-51.9%
PODD vs KIM
+39.0%
-90.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -4.4% | +2.8% | -7.2% | -5.8% |
| 30D | +9.4% | +15.9% | -6.4% | +0.8% |
| 3M | +3.6% | +7.8% | -4.1% | -0.7% |
| 6M | -4.0% | +11.9% | -15.8% | -9.8% |
| YTD | -47.9% | +31.0% | -79.0% | -55.5% |
| 1Y | -53.8% | +32.3% | -86.1% | -60.7% |
| 3Y | -4.5% | +65.5% | -70.0% | -31.4% |
| 5Y | -51.9% | +37.2% | -89.1% | -61.5% |
| All | -51.9% | +39.0% | -90.9% | -61.5% |
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 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