+559.3%
ROKU vs KIM
+88.1%
+471.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -0.4% | -1.7% | +1.3% | +0.2% |
| 30D | +2.1% | -3.0% | +5.0% | +3.1% |
| 3M | +29.5% | -8.9% | +38.4% | +33.5% |
| 6M | +53.8% | +2.4% | +51.4% | +52.3% |
| YTD | +42.8% | +18.3% | +24.5% | +34.4% |
| 1Y | +60.7% | +8.2% | +52.6% | +55.7% |
| 3Y | +83.9% | +44.0% | +39.9% | +63.6% |
| 5Y | -52.8% | +37.3% | -90.2% | -56.5% |
| All | +559.3% | +88.1% | +471.2% | +541.1% |
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